+28.2%
SW vs WETO
-99.3%
+127.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -22.4% | +22.6% | -0.1% |
| 7D | +1.8% | -11.9% | +13.7% | +1.7% |
| 30D | +7.0% | -26.0% | +33.1% | +6.8% |
| 3M | -7.6% | -84.2% | +76.6% | -6.6% |
| 6M | +8.5% | -98.3% | +106.9% | +10.8% |
| YTD | +17.7% | -99.1% | +116.8% | +25.8% |
| All | +28.2% | -99.3% | +127.4% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling