+51.3%
TRV vs WETO
-99.4%
+150.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.1% |
| 7D | +1.9% | -4.3% | +6.2% | +1.9% |
| 30D | +1.7% | -39.9% | +41.6% | +1.8% |
| 3M | +23.9% | -97.9% | +121.8% | +24.9% |
| 6M | +26.3% | -95.0% | +121.3% | +26.6% |
| YTD | +30.8% | -97.2% | +128.0% | +31.7% |
| 1Y | +36.3% | -98.9% | +135.2% | +38.2% |
| All | +51.3% | -99.4% | +150.8% | +54.5% |
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