+6.3%
USFR vs WETO
-99.4%
+105.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | +0.1% | -4.3% | +4.5% | +0.1% |
| 30D | +0.4% | -39.9% | +40.3% | +0.4% |
| 3M | +1.0% | -97.9% | +98.9% | +1.0% |
| 6M | +2.0% | -95.0% | +97.0% | +2.0% |
| YTD | +2.8% | -97.2% | +99.9% | +2.7% |
| 1Y | +4.1% | -98.9% | +103.0% | +4.1% |
| All | +6.3% | -99.4% | +105.7% | +6.3% |
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