+173.6%
RNG vs WETO
-99.3%
+273.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -4.7% |
| 7D | -11.2% | +4.4% | -15.6% | -11.2% |
| 30D | -3.8% | -17.8% | +14.0% | -3.8% |
| 3M | +21.1% | -83.1% | +104.2% | +21.5% |
| 6M | +56.2% | -98.3% | +154.5% | +55.0% |
| YTD | +158.8% | -99.0% | +257.8% | +164.0% |
| 1Y | +173.6% | -99.3% | +272.9% | +191.6% |
| All | +173.6% | -99.3% | +273.0% | +191.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling