-28.0%
NOW vs WETO
-99.4%
+71.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.5% | +1.0% |
| 7D | -6.2% | -4.3% | -1.9% | -6.2% |
| 30D | +6.1% | -39.9% | +46.0% | +6.6% |
| 3M | +28.6% | -97.9% | +126.5% | +29.8% |
| 6M | +14.6% | -95.0% | +109.7% | +15.8% |
| YTD | -13.5% | -97.2% | +83.7% | -13.0% |
| 1Y | -29.4% | -98.9% | +69.5% | -29.9% |
| All | -28.0% | -99.4% | +71.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling