+90.2%
RGTI vs WETO
-99.4%
+189.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.2% | +0.7% |
| 7D | +0.5% | -4.3% | +4.8% | +0.5% |
| 30D | -17.1% | -39.9% | +22.8% | -17.8% |
| 3M | -26.0% | -97.9% | +71.9% | -20.8% |
| 6M | -9.9% | -95.0% | +85.2% | -6.3% |
| YTD | -31.1% | -97.2% | +66.1% | -28.7% |
| 1Y | -8.5% | -98.9% | +90.4% | -6.8% |
| All | +90.2% | -99.4% | +189.6% | +109.9% |
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