+115.8%
PAAS vs WETO
-99.4%
+215.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.1% | -11.3% | -4.2% |
| 7D | -3.7% | -19.9% | +16.2% | -3.9% |
| 30D | -1.9% | -42.7% | +40.8% | -0.2% |
| 3M | +15.1% | -97.7% | +112.8% | +12.7% |
| 6M | -17.1% | -94.4% | +77.3% | -13.9% |
| YTD | -1.3% | -97.0% | +95.7% | +0.6% |
| 1Y | +41.1% | -98.9% | +139.9% | +40.5% |
| All | +115.8% | -99.4% | +215.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling