-42.1%
TRI vs WETO
-99.4%
+57.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.6% |
| 7D | -7.9% | -4.3% | -3.6% | -7.9% |
| 30D | -4.5% | -39.9% | +35.4% | -2.8% |
| 3M | +22.1% | -97.9% | +120.0% | +24.3% |
| 6M | -2.8% | -95.0% | +92.3% | -1.6% |
| YTD | -23.4% | -97.2% | +73.7% | -22.6% |
| 1Y | -41.5% | -98.9% | +57.4% | -40.8% |
| All | -42.1% | -99.4% | +57.3% | -43.3% |
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