+153.4%
W vs WETO
-99.4%
+252.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.1% |
| 7D | +5.9% | -38.7% | +44.6% | +5.4% |
| 30D | -3.0% | -51.3% | +48.3% | -1.9% |
| 3M | +40.3% | -97.8% | +138.2% | +52.6% |
| 6M | +32.2% | -94.8% | +127.0% | +37.7% |
| YTD | -0.3% | -97.2% | +96.9% | +4.1% |
| 1Y | +16.2% | -98.9% | +115.1% | +21.5% |
| All | +153.4% | -99.4% | +252.8% | +176.2% |
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