-59.4%
MUZ vs WETO
-97.7%
+38.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.1% | +2.4% | +9.5% |
| 7D | -7.7% | -19.9% | +12.2% | -7.7% |
| 30D | -29.2% | -42.7% | +13.5% | -28.9% |
| 3M | -62.5% | -97.7% | +35.3% | -79.1% |
| All | -59.4% | -97.7% | +38.3% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling