+274.8%
MXL vs WETO
-99.3%
+374.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +11.4% | -22.5% | -11.4% |
| 7D | -24.3% | +3.6% | -27.9% | -24.5% |
| 30D | -46.1% | -17.2% | -28.9% | -46.0% |
| 3M | -21.8% | -83.7% | +61.9% | -24.2% |
| 6M | -27.2% | -98.3% | +71.0% | -24.1% |
| YTD | +226.2% | -99.0% | +325.2% | +251.8% |
| All | +274.8% | -99.3% | +374.1% | +335.7% |
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