+14.6%
O vs WETO
-99.4%
+114.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | -2.9% | -4.3% | +1.5% | -2.9% |
| 30D | -4.5% | -39.9% | +35.4% | -4.1% |
| 3M | -2.6% | -97.9% | +95.3% | -2.9% |
| 6M | -5.6% | -95.0% | +89.4% | -5.3% |
| YTD | +9.3% | -97.2% | +106.4% | +9.4% |
| 1Y | +4.3% | -98.9% | +103.2% | +4.3% |
| All | +14.6% | -99.4% | +114.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling