+82.4%
P vs WETO
-99.4%
+181.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.1% | -4.0% |
| 7D | +5.0% | -38.7% | +43.7% | +5.4% |
| 30D | -0.9% | -51.3% | +50.4% | -1.7% |
| 3M | +38.7% | -97.8% | +136.5% | +41.5% |
| 6M | +54.4% | -94.8% | +149.1% | +53.4% |
| YTD | +44.8% | -97.2% | +142.0% | +44.7% |
| 1Y | +22.5% | -98.9% | +121.5% | +23.2% |
| All | +82.4% | -99.4% | +181.9% | +86.2% |
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