+5.1%
SO vs WETO
-99.4%
+104.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.7% |
| 7D | 0.0% | -38.7% | +38.7% | 0.0% |
| 30D | -2.5% | -51.3% | +48.8% | -2.0% |
| 3M | -4.2% | -97.8% | +93.7% | -5.9% |
| 6M | -7.7% | -94.8% | +87.1% | -8.1% |
| YTD | +3.8% | -97.2% | +101.0% | +2.9% |
| 1Y | +0.1% | -98.9% | +99.0% | -1.7% |
| All | +5.1% | -99.4% | +104.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling