-95.0%
WETO vs BG
+3.4%
-98.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -3.5% |
| 7D | -4.3% | +3.1% | -7.4% | -7.5% |
| 30D | -39.9% | +10.2% | -50.1% | -46.5% |
| 3M | -97.9% | -1.7% | -96.2% | -98.1% |
| 6M | -95.0% | +1.0% | -96.0% | -95.3% |
| All | -95.0% | +3.4% | -98.5% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 6mo: compounded portfolio wealth divided by compounded BG 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…
6mo analysis · Full analysis span regression · 6 months rolling