+271.7%
PL vs WETO
-99.4%
+371.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.1% | -3.1% |
| 7D | -9.0% | -19.9% | +10.8% | -8.9% |
| 30D | -29.6% | -42.7% | +13.1% | -30.7% |
| 3M | -45.7% | -97.7% | +52.0% | -42.1% |
| 6M | -34.3% | -94.4% | +60.1% | -33.0% |
| YTD | -15.4% | -97.0% | +81.6% | -16.1% |
| 1Y | +86.1% | -98.9% | +184.9% | +76.9% |
| All | +271.7% | -99.4% | +371.1% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling