-10.5%
SW vs WETO
-99.8%
+89.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.4% | -21.3% | -0.7% |
| 7D | +2.3% | +36.5% | -34.2% | +2.8% |
| 30D | +6.8% | -14.4% | +21.2% | +6.8% |
| 3M | -5.2% | -82.5% | +77.3% | -4.3% |
| 6M | +7.4% | -97.9% | +105.3% | +9.5% |
| YTD | +17.4% | -98.8% | +116.2% | +20.3% |
| 1Y | +27.1% | -99.1% | +126.2% | +30.4% |
| All | -10.5% | -99.8% | +89.3% | -4.2% |
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