+14.8%
O vs WETO
-99.4%
+114.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.9% |
| 7D | -3.5% | -19.9% | +16.4% | -3.6% |
| 30D | -3.3% | -42.7% | +39.3% | -2.9% |
| 3M | -2.8% | -97.7% | +94.9% | -3.1% |
| 6M | -5.8% | -94.4% | +88.7% | -5.4% |
| YTD | +9.4% | -97.0% | +106.4% | +9.6% |
| 1Y | +5.7% | -98.9% | +104.5% | +5.7% |
| All | +14.8% | -99.4% | +114.1% | +14.5% |
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