+29.7%
Q vs WETO
-97.8%
+127.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -1.7% |
| 7D | +4.1% | -19.9% | +24.0% | +4.2% |
| 30D | -10.7% | -42.7% | +31.9% | -10.8% |
| 3M | -11.7% | -97.7% | +86.0% | -6.6% |
| 6M | +8.3% | -94.4% | +102.8% | +9.9% |
| YTD | +51.3% | -97.0% | +148.3% | +63.2% |
| All | +29.7% | -97.8% | +127.5% | +47.0% |
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