+9.0%
MSFT vs WETO
-99.3%
+108.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.4% | -4.7% | +6.7% |
| 7D | +4.7% | +3.6% | +1.1% | +4.7% |
| 30D | +5.8% | -17.2% | +23.1% | +5.8% |
| 3M | +13.0% | -83.7% | +96.7% | +12.2% |
| 6M | +34.9% | -98.3% | +133.2% | +31.8% |
| YTD | +15.7% | -99.0% | +114.6% | +17.1% |
| 1Y | +9.0% | -99.4% | +108.3% | +13.7% |
| All | +9.0% | -99.3% | +108.3% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling