+44.9%
MTUM vs WETO
-99.4%
+144.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.3% |
| 7D | +0.7% | -4.3% | +5.0% | +0.7% |
| 30D | -2.4% | -39.9% | +37.5% | -3.5% |
| 3M | -3.6% | -97.9% | +94.3% | -1.5% |
| 6M | +23.7% | -95.0% | +118.7% | +24.0% |
| YTD | +22.9% | -97.2% | +120.1% | +23.8% |
| 1Y | +21.8% | -98.9% | +120.7% | +23.6% |
| All | +44.9% | -99.4% | +144.3% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling