+44.1%
TPR vs WETO
-99.4%
+143.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.3% |
| 7D | -3.0% | -4.3% | +1.3% | -3.0% |
| 30D | -22.6% | -39.9% | +17.3% | -22.6% |
| 3M | -18.2% | -97.9% | +79.7% | -17.7% |
| 6M | -18.0% | -95.0% | +77.1% | -17.8% |
| YTD | -6.4% | -97.2% | +90.8% | -7.1% |
| 1Y | +12.3% | -98.9% | +111.2% | +10.0% |
| All | +44.1% | -99.4% | +143.6% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling