+40.9%
USB vs WETO
-99.8%
+140.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.1% |
| 7D | -0.5% | -25.4% | +24.9% | -0.5% |
| 30D | +5.7% | -36.5% | +42.2% | +5.7% |
| 3M | -4.7% | -85.6% | +80.9% | -4.9% |
| 6M | +13.4% | -98.7% | +112.1% | +12.7% |
| YTD | +17.0% | -99.2% | +116.2% | +16.2% |
| 1Y | +32.4% | -99.4% | +131.8% | +31.6% |
| All | +40.9% | -99.8% | +140.7% | +42.2% |
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