+26.7%
Q vs WETO
-97.8%
+124.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.8% | +22.5% | +1.8% |
| 7D | +0.2% | -55.4% | +55.7% | +0.6% |
| 30D | -11.1% | -48.5% | +37.4% | -11.2% |
| 3M | -22.1% | -97.5% | +75.4% | -17.8% |
| 6M | +0.5% | -94.2% | +94.7% | +1.5% |
| YTD | +47.8% | -97.0% | +144.8% | +59.5% |
| All | +26.7% | -97.8% | +124.6% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling