+35.3%
TGT vs WETO
-99.4%
+134.7%
-30.3%
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 | +1.2% | -39.9% | +41.1% | +2.0% |
| 3M | +18.4% | -97.9% | +116.3% | +18.3% |
| 6M | +33.4% | -95.0% | +128.5% | +33.5% |
| YTD | +63.8% | -97.2% | +161.0% | +63.4% |
| 1Y | +77.2% | -98.9% | +176.1% | +75.7% |
| All | +35.3% | -99.4% | +134.7% | +37.2% |
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