-2.6%
S vs WETO
-99.4%
+96.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +2.0% |
| 7D | +0.1% | -19.9% | +19.9% | -0.1% |
| 30D | -11.8% | -42.7% | +30.9% | -10.6% |
| 3M | +33.9% | -97.7% | +131.7% | +31.2% |
| 6M | +40.1% | -94.4% | +134.5% | +42.9% |
| YTD | +32.1% | -97.0% | +129.1% | +27.5% |
| 1Y | +11.0% | -98.9% | +109.9% | -1.6% |
| All | -2.6% | -99.4% | +96.8% | -7.1% |
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