+142.3%
RNG vs WETO
-99.4%
+241.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.2% |
| 7D | -6.1% | -4.3% | -1.8% | -6.1% |
| 30D | +9.6% | -39.9% | +49.5% | +10.3% |
| 3M | +83.3% | -97.9% | +181.2% | +84.7% |
| 6M | +77.9% | -95.0% | +173.0% | +77.1% |
| YTD | +139.9% | -97.2% | +237.1% | +137.6% |
| 1Y | +121.7% | -98.9% | +220.6% | +117.4% |
| All | +142.3% | -99.4% | +241.7% | +140.6% |
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 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