-20.2%
TENB vs WETO
-99.4%
+79.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.4% | -0.6% | -6.1% |
| 7D | -12.1% | -4.3% | -7.8% | -12.1% |
| 30D | -18.6% | -39.9% | +21.3% | -17.4% |
| 3M | +12.1% | -97.9% | +110.0% | +14.9% |
| 6M | +46.8% | -95.0% | +141.8% | +49.6% |
| YTD | +28.0% | -97.2% | +125.1% | +29.3% |
| 1Y | -1.4% | -98.9% | +97.5% | -1.9% |
| All | -20.2% | -99.4% | +79.2% | -20.0% |
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