+207.6%
PL vs WETO
-99.9%
+307.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | +10.0% | -39.7% | +49.7% | +10.6% |
| 30D | -2.3% | -26.7% | +24.5% | -2.2% |
| 3M | -44.2% | -83.1% | +38.9% | -44.7% |
| 6M | -66.1% | -98.8% | +32.7% | -65.1% |
| YTD | -30.0% | -99.3% | +69.3% | -29.7% |
| 1Y | +21.0% | -99.4% | +120.4% | +20.7% |
| All | +207.6% | -99.9% | +307.4% | +188.3% |
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