-0.4%
PL vs WETO
-99.3%
+98.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +11.4% | -17.8% | -6.6% |
| 7D | -11.7% | +3.6% | -15.3% | -11.9% |
| 30D | -27.1% | -17.2% | -9.9% | -27.1% |
| 3M | -44.6% | -83.7% | +39.1% | -45.2% |
| 6M | -67.2% | -98.3% | +31.1% | -66.6% |
| YTD | -35.9% | -99.0% | +63.1% | -34.6% |
| 1Y | -0.4% | -99.4% | +99.0% | -8.4% |
| All | -0.4% | -99.3% | +98.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling