+73.7%
MS vs WETO
-99.4%
+173.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | -57.2% | +59.7% | +2.5% |
| 30D | 0.0% | -48.8% | +48.7% | -0.3% |
| 3M | +2.4% | -97.7% | +100.1% | +3.3% |
| 6M | +36.4% | -94.3% | +130.7% | +35.0% |
| YTD | +23.8% | -97.0% | +120.9% | +23.3% |
| 1Y | +48.6% | -98.9% | +147.5% | +48.9% |
| All | +73.7% | -99.4% | +173.1% | +75.0% |
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