+30.8%
USB vs WETO
-99.0%
+129.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.6% |
| 7D | -1.1% | -38.7% | +37.6% | -1.1% |
| 30D | -3.2% | -51.3% | +48.1% | -3.2% |
| 3M | +11.8% | -97.8% | +109.6% | +11.8% |
| 6M | +21.4% | -94.8% | +116.2% | +19.5% |
| YTD | +18.6% | -97.2% | +115.8% | +17.0% |
| 1Y | +30.8% | -98.9% | +129.8% | +27.0% |
| All | +30.8% | -99.0% | +129.8% | +27.0% |
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