-59.3%
UUUU vs WETO
-99.3%
+40.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.5% | -4.7% | -8.2% |
| 7D | -19.9% | +4.4% | -24.3% | -19.9% |
| 30D | -41.5% | -17.8% | -23.7% | -41.5% |
| 3M | -47.0% | -83.1% | +36.0% | -47.1% |
| 6M | -68.7% | -98.3% | +29.6% | -67.7% |
| YTD | -54.7% | -99.0% | +44.3% | -52.4% |
| 1Y | -59.3% | -99.3% | +39.9% | -61.4% |
| All | -59.3% | -99.3% | +40.0% | -61.4% |
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