+60.7%
ON vs WETO
-99.4%
+160.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.4% | +13.9% | +8.5% |
| 7D | +2.4% | -4.3% | +6.7% | +2.4% |
| 30D | -8.6% | -39.9% | +31.3% | -9.2% |
| 3M | -34.3% | -97.9% | +63.6% | -31.3% |
| 6M | +28.5% | -95.0% | +123.6% | +32.4% |
| YTD | +40.6% | -97.2% | +137.8% | +45.2% |
| 1Y | +55.3% | -98.9% | +154.2% | +59.6% |
| All | +60.7% | -99.4% | +160.1% | +66.3% |
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