-2.9%
S vs WETO
-99.4%
+96.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.4% |
| 7D | -0.7% | -4.3% | +3.7% | -0.7% |
| 30D | -11.4% | -39.9% | +28.5% | -10.3% |
| 3M | +33.8% | -97.9% | +131.7% | +30.9% |
| 6M | +39.5% | -95.0% | +134.5% | +41.5% |
| YTD | +31.7% | -97.2% | +128.8% | +27.1% |
| 1Y | +7.0% | -98.9% | +105.9% | -5.2% |
| All | -2.9% | -99.4% | +96.6% | -7.4% |
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