+24.1%
SM vs WETO
-99.4%
+123.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.1% |
| 7D | +4.6% | -4.3% | +8.9% | +4.6% |
| 30D | +18.2% | -39.9% | +58.1% | +14.8% |
| 3M | +22.5% | -97.9% | +120.4% | +19.9% |
| 6M | +50.6% | -95.0% | +145.6% | +44.3% |
| YTD | +108.1% | -97.2% | +205.3% | +99.9% |
| 1Y | +46.0% | -98.9% | +144.9% | +40.6% |
| All | +24.1% | -99.4% | +123.5% | +28.9% |
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