+48.1%
ON vs WETO
-99.4%
+147.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.2% |
| 7D | -4.7% | -19.9% | +15.2% | -4.7% |
| 30D | -13.5% | -42.7% | +29.2% | -14.0% |
| 3M | -36.3% | -97.7% | +61.4% | -33.4% |
| 6M | +17.8% | -94.4% | +112.2% | +21.2% |
| YTD | +29.6% | -97.0% | +126.6% | +33.8% |
| 1Y | +45.8% | -98.9% | +144.6% | +49.7% |
| All | +48.1% | -99.4% | +147.5% | +53.3% |
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 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