-72.1%
RAM vs WETO
-99.2%
+27.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | +8.0% | +12.5% | +20.5% |
| 7D | -8.0% | -25.4% | +17.4% | -8.0% |
| 30D | -40.4% | -36.5% | -4.0% | -40.4% |
| 3M | -37.0% | -85.6% | +48.6% | -36.8% |
| All | -72.1% | -99.2% | +27.1% | -67.1% |
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 · Available span rolling