+68.0%
U vs WETO
-99.4%
+167.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.4% | +9.9% | +4.4% |
| 7D | +5.5% | -4.3% | +9.8% | +5.5% |
| 30D | -1.3% | -39.9% | +38.6% | +2.0% |
| 3M | +64.6% | -97.9% | +162.5% | +68.2% |
| 6M | +119.4% | -95.0% | +214.4% | +129.4% |
| YTD | -0.5% | -97.2% | +96.7% | +3.5% |
| 1Y | +1.3% | -98.9% | +100.2% | +5.5% |
| All | +68.0% | -99.4% | +167.4% | +76.5% |
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