+41.0%
TPR vs WETO
-99.4%
+140.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.9% |
| 7D | -5.1% | -19.9% | +14.7% | -5.1% |
| 30D | -27.6% | -42.7% | +15.1% | -27.6% |
| 3M | -17.5% | -97.7% | +80.3% | -17.0% |
| 6M | -21.3% | -94.4% | +73.1% | -21.1% |
| YTD | -8.5% | -97.0% | +88.5% | -9.1% |
| 1Y | +11.5% | -98.9% | +110.3% | +9.2% |
| All | +41.0% | -99.4% | +140.3% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling