+18.8%
NDAQ vs WETO
-99.4%
+118.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.3% | -0.9% |
| 7D | -1.6% | -38.7% | +37.1% | -1.7% |
| 30D | -1.5% | -51.3% | +49.8% | -0.9% |
| 3M | +8.0% | -97.8% | +105.9% | +9.7% |
| 6M | +7.7% | -94.8% | +102.5% | +7.5% |
| YTD | -2.3% | -97.2% | +94.9% | -2.1% |
| 1Y | +0.6% | -98.9% | +99.5% | +1.6% |
| All | +18.8% | -99.4% | +118.3% | +18.6% |
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