+54.0%
MS vs WETO
-99.8%
+153.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.6% |
| 7D | -1.7% | -25.4% | +23.7% | -1.7% |
| 30D | +0.9% | -36.5% | +37.4% | +0.9% |
| 3M | -10.8% | -85.6% | +74.8% | -11.0% |
| 6M | +0.9% | -98.7% | +99.6% | +0.7% |
| YTD | +9.8% | -99.2% | +109.0% | +9.5% |
| 1Y | +17.1% | -99.4% | +116.5% | +16.9% |
| All | +54.0% | -99.8% | +153.9% | +55.4% |
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