+19.2%
TDY vs WETO
-99.4%
+118.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.1% |
| 7D | -2.2% | -8.6% | +6.4% | -2.2% |
| 30D | -12.1% | -71.7% | +59.5% | -12.3% |
| 3M | -4.6% | -97.7% | +93.1% | -4.4% |
| 6M | -6.5% | -95.5% | +88.9% | -7.6% |
| YTD | +16.9% | -97.3% | +114.2% | +16.3% |
| 1Y | +7.3% | -99.0% | +106.3% | +7.6% |
| All | +19.2% | -99.4% | +118.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling