+4.1%
USFR vs WETO
-99.3%
+103.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.4% | -11.4% | 0.0% |
| 7D | +0.1% | +3.6% | -3.5% | +0.1% |
| 30D | +0.4% | -17.2% | +17.6% | +0.4% |
| 3M | +1.1% | -83.7% | +84.8% | +1.1% |
| 6M | +2.0% | -98.3% | +100.3% | +2.0% |
| YTD | +3.4% | -99.0% | +102.4% | +3.3% |
| 1Y | +4.1% | -99.4% | +103.4% | +4.0% |
| All | +4.1% | -99.3% | +103.4% | +4.0% |
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