-2.6%
MSCI vs WETO
-99.4%
+96.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +0.5% |
| 7D | -1.1% | -38.7% | +37.6% | -1.4% |
| 30D | -1.2% | -51.3% | +50.1% | -0.1% |
| 3M | -8.4% | -97.8% | +89.4% | -7.7% |
| 6M | -1.0% | -94.8% | +93.7% | -1.1% |
| YTD | -2.3% | -97.2% | +94.9% | -1.8% |
| 1Y | -1.2% | -98.9% | +97.8% | 0.0% |
| All | -2.6% | -99.4% | +96.8% | -1.8% |
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