+3.7%
U vs WETO
-98.9%
+102.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -20.8% | +19.8% | -1.3% |
| 7D | -3.8% | -55.4% | +51.6% | -4.9% |
| 30D | +17.5% | -48.5% | +65.9% | +21.3% |
| 3M | +38.7% | -97.5% | +136.2% | +39.9% |
| 6M | +104.4% | -94.2% | +198.6% | +118.0% |
| YTD | -5.7% | -97.0% | +91.3% | -5.8% |
| 1Y | +3.7% | -98.9% | +102.6% | -0.6% |
| All | +3.7% | -98.9% | +102.6% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling