+125.8%
MOD vs WETO
-99.4%
+225.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.1% | -10.7% | -3.7% |
| 7D | -3.9% | -19.9% | +15.9% | -3.7% |
| 30D | -9.6% | -42.7% | +33.1% | -12.0% |
| 3M | -30.6% | -97.7% | +67.2% | -32.2% |
| 6M | -10.9% | -94.4% | +83.5% | -14.3% |
| YTD | +34.3% | -97.0% | +131.3% | +31.3% |
| 1Y | +18.3% | -98.9% | +117.2% | +20.6% |
| All | +125.8% | -99.4% | +225.1% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling