+38.0%
USB vs WETO
-99.8%
+137.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +20.4% | -20.9% | -0.5% |
| 7D | 0.0% | +36.5% | -36.5% | 0.0% |
| 30D | +5.8% | -14.4% | +20.2% | +5.8% |
| 3M | -6.0% | -82.5% | +76.5% | -6.1% |
| 6M | +7.8% | -97.9% | +105.6% | +7.0% |
| YTD | +14.6% | -98.8% | +113.4% | +13.8% |
| 1Y | +31.8% | -99.1% | +130.9% | +31.1% |
| All | +38.0% | -99.8% | +137.7% | +39.2% |
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