+27.5%
RL vs WETO
-99.4%
+126.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -3.4% | -4.3% | +0.9% | -3.5% |
| 30D | -14.4% | -39.9% | +25.5% | -14.2% |
| 3M | -13.6% | -97.9% | +84.3% | -11.9% |
| 6M | +0.6% | -95.0% | +95.6% | +2.8% |
| YTD | -3.6% | -97.2% | +93.6% | -2.8% |
| 1Y | +8.3% | -98.9% | +107.3% | +6.8% |
| All | +27.5% | -99.4% | +126.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling