+283.5%
PL vs WETO
-99.4%
+382.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.3% |
| 7D | -13.9% | -38.7% | +24.8% | -13.5% |
| 30D | -25.5% | -51.3% | +25.9% | -26.5% |
| 3M | -44.8% | -97.8% | +53.1% | -41.1% |
| 6M | -33.3% | -94.8% | +61.5% | -31.9% |
| YTD | -12.7% | -97.2% | +84.5% | -13.3% |
| 1Y | +90.9% | -98.9% | +189.9% | +81.5% |
| All | +283.5% | -99.4% | +382.9% | +255.4% |
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 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