+95.1%
OPEN vs WETO
-99.4%
+194.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | -0.3% |
| 7D | -11.4% | -4.3% | -7.1% | -11.4% |
| 30D | -20.1% | -39.9% | +19.8% | -22.7% |
| 3M | -37.6% | -97.9% | +60.3% | -30.2% |
| 6M | -47.1% | -95.0% | +48.0% | -48.4% |
| YTD | -52.1% | -97.2% | +45.0% | -49.4% |
| 1Y | -73.5% | -98.9% | +25.4% | -68.0% |
| All | +95.1% | -99.4% | +194.5% | +127.4% |
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 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