-98.9%
WETO vs CAI
-31.3%
-67.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.8% |
| 7D | -55.4% | -2.2% | -53.2% | -55.4% |
| 30D | -48.5% | +52.4% | -100.9% | -47.9% |
| 3M | -97.5% | +45.1% | -142.6% | -97.4% |
| 6M | -94.2% | +26.2% | -120.4% | -94.0% |
| YTD | -97.0% | -7.1% | -90.0% | -96.8% |
| 1Y | -98.9% | -31.0% | -67.9% | -98.7% |
| All | -98.9% | -31.3% | -67.6% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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