+134.2%
MOD vs WETO
-99.4%
+233.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.2% |
| 7D | +3.6% | -38.7% | +42.3% | +4.3% |
| 30D | -2.6% | -51.3% | +48.7% | -5.0% |
| 3M | -33.1% | -97.8% | +64.7% | -34.6% |
| 6M | -7.5% | -94.8% | +87.3% | -10.9% |
| YTD | +39.3% | -97.2% | +136.5% | +36.4% |
| 1Y | +34.3% | -98.9% | +133.2% | +37.0% |
| All | +134.2% | -99.4% | +233.6% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling