+415.7%
MXL vs WETO
-99.4%
+515.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.4% | +13.0% | +7.7% |
| 7D | +18.9% | -4.3% | +23.2% | +18.9% |
| 30D | +0.3% | -39.9% | +40.2% | -4.6% |
| 3M | -8.0% | -97.9% | +89.9% | -1.6% |
| 6M | +341.2% | -95.0% | +436.3% | +339.5% |
| YTD | +327.8% | -97.2% | +425.0% | +329.0% |
| 1Y | +364.9% | -98.9% | +463.8% | +370.4% |
| All | +415.7% | -99.4% | +515.1% | +439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling