+4.5%
V vs WETO
-99.4%
+103.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | -0.3% |
| 7D | -2.9% | -38.7% | +35.8% | -2.9% |
| 30D | +1.9% | -51.3% | +53.2% | +1.6% |
| 3M | +13.2% | -97.8% | +111.1% | +15.8% |
| 6M | +16.7% | -94.8% | +111.5% | +16.4% |
| YTD | +5.4% | -97.2% | +102.6% | +5.8% |
| 1Y | +7.7% | -98.9% | +106.6% | +9.1% |
| All | +4.5% | -99.4% | +103.9% | +4.5% |
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