-16.0%
SE vs WETO
-99.4%
+83.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.4% |
| 7D | -5.2% | -4.3% | -0.9% | -5.3% |
| 30D | -17.1% | -39.9% | +22.8% | -15.9% |
| 3M | +24.0% | -97.9% | +121.9% | +22.8% |
| 6M | +21.0% | -95.0% | +116.0% | +22.4% |
| YTD | -16.7% | -97.2% | +80.4% | -15.8% |
| 1Y | -45.9% | -98.9% | +53.0% | -45.8% |
| All | -16.0% | -99.4% | +83.4% | -15.0% |
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