+21.7%
SPG vs WETO
-99.4%
+121.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | +0.1% |
| 7D | -2.2% | -19.9% | +17.7% | -2.2% |
| 30D | -5.8% | -42.7% | +36.9% | -5.9% |
| 3M | -2.8% | -97.7% | +94.9% | -1.4% |
| 6M | +8.9% | -94.4% | +103.3% | +8.9% |
| YTD | +14.3% | -97.0% | +111.3% | +14.8% |
| 1Y | +19.5% | -98.9% | +118.3% | +21.1% |
| All | +21.7% | -99.4% | +121.1% | +22.0% |
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