+145.2%
MOD vs WETO
-99.4%
+244.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -20.8% | +25.1% | +4.6% |
| 7D | +9.6% | -55.4% | +65.0% | +10.7% |
| 30D | 0.0% | -48.5% | +48.5% | -2.5% |
| 3M | -35.4% | -97.5% | +62.1% | -36.8% |
| 6M | -7.3% | -94.2% | +86.9% | -10.8% |
| YTD | +45.8% | -97.0% | +142.8% | +42.7% |
| 1Y | +43.1% | -98.9% | +142.0% | +46.1% |
| All | +145.2% | -99.4% | +244.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling