-98.9%
WETO vs CAI
-26.7%
-72.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.7% | -5.4% |
| 7D | -4.3% | -2.9% | -1.4% | -4.3% |
| 30D | -39.9% | +9.3% | -49.2% | -38.0% |
| 3M | -97.9% | +35.2% | -133.1% | -97.8% |
| 6M | -95.0% | +30.7% | -125.8% | -94.9% |
| YTD | -97.2% | -9.8% | -87.4% | -97.0% |
| 1Y | -98.9% | -28.9% | -70.1% | -98.8% |
| All | -98.9% | -26.7% | -72.2% | -98.8% |
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