-35.5%
TEAM vs WETO
-99.4%
+63.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | 0.0% |
| 7D | -5.2% | -4.3% | -0.9% | -5.3% |
| 30D | +15.8% | -39.9% | +55.7% | +16.6% |
| 3M | +101.5% | -97.9% | +199.4% | +101.5% |
| 6M | +138.2% | -95.0% | +233.2% | +137.4% |
| YTD | +10.8% | -97.2% | +108.0% | +8.5% |
| 1Y | +1.7% | -98.9% | +100.6% | -4.1% |
| All | -35.5% | -99.4% | +63.9% | -37.8% |
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