+23.2%
TER vs WETO
-94.9%
+118.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.6% | -3.6% |
| 7D | +9.4% | -19.9% | +29.3% | +9.6% |
| 30D | -2.4% | -42.7% | +40.2% | -3.7% |
| 3M | +6.5% | -97.7% | +104.3% | +11.3% |
| 6M | +23.2% | -94.4% | +117.6% | +29.1% |
| All | +23.2% | -94.9% | +118.1% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling