+43.7%
USB vs WETO
-99.4%
+143.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +2.1% | -57.2% | +59.3% | +2.1% |
| 30D | -2.3% | -48.8% | +46.5% | -2.4% |
| 3M | +13.9% | -97.7% | +111.5% | +14.2% |
| 6M | +21.6% | -94.3% | +115.9% | +20.1% |
| YTD | +19.3% | -97.0% | +116.4% | +18.6% |
| 1Y | +33.6% | -98.9% | +132.5% | +33.8% |
| All | +43.7% | -99.4% | +143.0% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling