+55.5%
SN vs WETO
-99.4%
+154.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.1% |
| 7D | -7.3% | -4.3% | -2.9% | -7.3% |
| 30D | -13.6% | -39.9% | +26.3% | -13.4% |
| 3M | +18.6% | -97.9% | +116.5% | +23.6% |
| 6M | +46.0% | -95.0% | +141.0% | +48.1% |
| YTD | +43.7% | -97.2% | +140.9% | +47.4% |
| 1Y | +39.2% | -98.9% | +138.1% | +46.1% |
| All | +55.5% | -99.4% | +154.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling