+109.8%
OPEN vs WETO
-99.4%
+209.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -2.2% |
| 7D | -2.9% | -38.7% | +35.8% | -2.6% |
| 30D | -13.8% | -51.3% | +37.5% | -16.2% |
| 3M | -30.9% | -97.8% | +67.0% | -23.0% |
| 6M | -40.9% | -94.8% | +53.8% | -43.1% |
| YTD | -48.5% | -97.2% | +48.7% | -45.6% |
| 1Y | -50.9% | -98.9% | +48.0% | -40.7% |
| All | +109.8% | -99.4% | +209.2% | +144.6% |
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