-95.0%
WETO vs CAI
+31.3%
-126.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.7% | -5.3% |
| 7D | -4.3% | -2.9% | -1.4% | -4.7% |
| 30D | -39.9% | +9.3% | -49.2% | -35.8% |
| 3M | -97.9% | +35.2% | -133.1% | -97.6% |
| 6M | -95.0% | +30.7% | -125.8% | -94.8% |
| All | -95.0% | +31.3% | -126.3% | -94.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling