+38.1%
RF vs WETO
-99.4%
+137.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.7% | -57.2% | +59.9% | +2.8% |
| 30D | -3.4% | -48.8% | +45.4% | -3.6% |
| 3M | +6.4% | -97.7% | +104.0% | +7.2% |
| 6M | +13.4% | -94.3% | +107.7% | +12.1% |
| YTD | +14.2% | -97.0% | +111.3% | +14.0% |
| 1Y | +15.7% | -98.9% | +114.6% | +17.0% |
| All | +38.1% | -99.4% | +137.4% | +40.8% |
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