-14.0%
SW vs WETO
-99.9%
+85.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.8% | -2.0% |
| 7D | -3.9% | -39.7% | +35.8% | -4.5% |
| 30D | +3.9% | -26.8% | +30.7% | +3.8% |
| 3M | -14.6% | -83.1% | +68.6% | -13.7% |
| 6M | +6.9% | -98.8% | +105.7% | +8.2% |
| YTD | +12.8% | -99.3% | +112.1% | +14.8% |
| 1Y | +24.3% | -99.4% | +123.7% | +26.7% |
| All | -14.0% | -99.9% | +85.8% | -8.5% |
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