+76.9%
P vs WETO
-99.4%
+176.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.1% | -3.1% |
| 7D | -4.1% | -19.9% | +15.7% | -4.0% |
| 30D | -14.0% | -42.7% | +28.7% | -14.8% |
| 3M | +41.4% | -97.7% | +139.2% | +44.3% |
| 6M | +54.2% | -94.4% | +148.6% | +53.1% |
| YTD | +40.4% | -97.0% | +137.4% | +40.2% |
| 1Y | +16.0% | -98.9% | +114.8% | +16.5% |
| All | +76.9% | -99.4% | +176.3% | +80.4% |
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