-99.4%
WETO vs CAI
+12.6%
-111.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.3% | +11.4% |
| 7D | +3.6% | -6.3% | +9.9% | +3.7% |
| 30D | -17.2% | +9.3% | -26.6% | -17.3% |
| 3M | -83.7% | +106.3% | -190.0% | -83.5% |
| 6M | -98.3% | +77.7% | -176.0% | -98.2% |
| YTD | -99.0% | +23.1% | -122.1% | -98.9% |
| 1Y | -99.4% | +6.5% | -105.9% | -99.3% |
| All | -99.4% | +12.6% | -111.9% | -99.3% |
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