+43.0%
TPR vs WETO
-99.4%
+142.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -3.4% | -57.2% | +53.9% | -3.3% |
| 30D | -27.3% | -48.8% | +21.5% | -27.3% |
| 3M | -16.2% | -97.7% | +81.4% | -15.7% |
| 6M | -17.9% | -94.3% | +76.4% | -17.6% |
| YTD | -7.1% | -97.0% | +89.9% | -7.8% |
| 1Y | +13.6% | -98.9% | +112.5% | +11.2% |
| All | +43.0% | -99.4% | +142.4% | +41.7% |
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