+57.2%
SN vs WETO
-99.4%
+156.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.0% | -3.9% |
| 7D | -7.2% | -19.9% | +12.7% | -7.3% |
| 30D | -13.4% | -42.7% | +29.3% | -13.1% |
| 3M | +26.8% | -97.7% | +124.5% | +32.1% |
| 6M | +44.6% | -94.4% | +139.0% | +46.6% |
| YTD | +45.3% | -97.0% | +142.3% | +49.1% |
| 1Y | +40.1% | -98.9% | +139.0% | +47.1% |
| All | +57.2% | -99.4% | +156.5% | +69.2% |
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