+26.2%
RL vs WETO
-99.4%
+125.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.4% |
| 7D | -0.3% | -38.7% | +38.4% | -0.4% |
| 30D | -17.5% | -51.3% | +33.8% | -17.3% |
| 3M | -14.0% | -97.8% | +83.8% | -12.4% |
| 6M | -2.0% | -94.8% | +92.8% | +0.3% |
| YTD | -4.6% | -97.2% | +92.6% | -3.8% |
| 1Y | +9.5% | -98.9% | +108.4% | +7.9% |
| All | +26.2% | -99.4% | +125.6% | +22.7% |
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