-27.1%
NOW vs WETO
-99.4%
+72.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | -6.1% | -57.2% | +51.2% | -7.1% |
| 30D | +7.5% | -48.8% | +56.3% | +8.1% |
| 3M | +17.5% | -97.7% | +115.2% | +18.7% |
| 6M | +7.9% | -94.3% | +102.2% | +9.1% |
| YTD | -12.4% | -97.0% | +84.7% | -11.9% |
| 1Y | -28.6% | -98.9% | +70.3% | -29.1% |
| All | -27.1% | -99.4% | +72.2% | -29.1% |
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 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