+222.1%
UUUU vs WETO
-99.4%
+321.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.4% | +0.4% | -5.1% |
| 7D | -10.5% | -4.3% | -6.2% | -10.6% |
| 30D | -10.5% | -39.9% | +29.4% | -8.3% |
| 3M | -14.1% | -97.9% | +83.8% | -16.8% |
| 6M | -35.5% | -95.0% | +59.6% | -32.0% |
| YTD | -10.9% | -97.2% | +86.2% | -9.9% |
| 1Y | +3.4% | -98.9% | +102.3% | -2.8% |
| All | +222.1% | -99.4% | +321.5% | +188.7% |
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