+88.1%
SU vs WETO
-99.4%
+187.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | +2.2% | -4.3% | +6.5% | +2.2% |
| 30D | +8.4% | -39.9% | +48.3% | +8.2% |
| 3M | +12.1% | -97.9% | +110.0% | +11.1% |
| 6M | +19.7% | -95.0% | +114.7% | +18.3% |
| YTD | +58.4% | -97.2% | +155.6% | +56.4% |
| 1Y | +67.2% | -98.9% | +166.1% | +65.8% |
| All | +88.1% | -99.4% | +187.5% | +90.6% |
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