+0.8%
MTUM vs WETO
-99.3%
+100.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.5% | -4.8% | -8.2% |
| 7D | -16.1% | +4.5% | -20.6% | -16.1% |
| 30D | -22.8% | -17.7% | -5.1% | -22.8% |
| 3M | -19.1% | -83.1% | +64.0% | -19.4% |
| 6M | -13.7% | -98.3% | +84.6% | -12.0% |
| YTD | +0.4% | -99.0% | +99.5% | +2.8% |
| 1Y | +0.8% | -99.3% | +100.1% | +3.2% |
| All | +0.8% | -99.3% | +100.1% | +3.2% |
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