+37.5%
RF vs WETO
-99.4%
+136.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | +0.2% |
| 7D | -1.6% | -19.9% | +18.3% | -1.6% |
| 30D | -4.3% | -42.7% | +38.4% | -4.6% |
| 3M | +5.9% | -97.7% | +103.6% | +6.8% |
| 6M | +14.1% | -94.4% | +108.6% | +12.9% |
| YTD | +13.8% | -97.0% | +110.8% | +13.6% |
| 1Y | +15.2% | -98.9% | +114.1% | +16.5% |
| All | +37.5% | -99.4% | +136.9% | +40.2% |
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 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