+254.2%
TER vs WETO
-99.4%
+353.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.2% |
| 7D | +12.4% | -38.7% | +51.0% | +13.0% |
| 30D | +5.1% | -51.3% | +56.4% | +4.0% |
| 3M | +4.0% | -97.8% | +101.8% | +6.3% |
| 6M | +29.5% | -94.8% | +124.3% | +32.3% |
| YTD | +98.5% | -97.2% | +195.7% | +102.4% |
| 1Y | +234.1% | -98.9% | +333.0% | +239.6% |
| All | +254.2% | -99.4% | +353.6% | +250.7% |
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