+43.2%
TER vs WETO
-99.3%
+142.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +11.4% | -18.2% | -6.9% |
| 7D | -19.9% | +3.6% | -23.4% | -19.9% |
| 30D | -43.5% | -17.2% | -26.3% | -43.5% |
| 3M | -37.8% | -83.7% | +45.9% | -37.9% |
| 6M | -25.6% | -98.3% | +72.7% | -20.6% |
| YTD | +29.8% | -99.0% | +128.8% | +31.6% |
| 1Y | +43.2% | -99.4% | +142.5% | +31.9% |
| All | +43.2% | -99.3% | +142.5% | +31.9% |
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