+363.1%
MRNA vs WETO
-99.4%
+462.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.8% | +5.1% |
| 7D | -1.1% | -4.3% | +3.2% | -1.3% |
| 30D | +126.1% | -39.9% | +166.0% | +114.0% |
| 3M | +190.0% | -97.9% | +287.9% | +180.0% |
| 6M | +157.2% | -95.0% | +252.3% | +149.6% |
| YTD | +388.2% | -97.2% | +485.4% | +371.0% |
| 1Y | +467.0% | -98.9% | +565.9% | +443.0% |
| All | +363.1% | -99.4% | +462.5% | +325.4% |
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