-9.1%
T vs WETO
-98.9%
+89.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -20.8% | +18.9% | -2.0% |
| 7D | -1.3% | -55.4% | +54.2% | -1.5% |
| 30D | +11.4% | -48.5% | +59.8% | +11.7% |
| 3M | +14.3% | -97.5% | +111.8% | +10.7% |
| 6M | -9.3% | -94.2% | +84.9% | -11.7% |
| YTD | +7.1% | -97.0% | +104.1% | +2.6% |
| 1Y | -9.1% | -98.9% | +89.8% | -17.3% |
| All | -9.1% | -98.9% | +89.8% | -17.3% |
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