+3.7%
SO vs WETO
-99.4%
+103.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.7% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | -5.0% | -39.9% | +34.9% | -4.5% |
| 3M | -5.8% | -97.9% | +92.1% | -7.5% |
| 6M | -7.9% | -95.0% | +87.1% | -8.5% |
| YTD | +2.4% | -97.2% | +99.6% | +1.5% |
| 1Y | -2.3% | -98.9% | +96.7% | -3.9% |
| All | +3.7% | -99.4% | +103.1% | -0.4% |
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