+303.6%
PL vs WETO
-99.4%
+402.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.6% | -1.1% |
| 7D | -9.3% | -55.4% | +46.1% | -8.7% |
| 30D | -18.9% | -48.5% | +29.6% | -20.2% |
| 3M | -58.4% | -97.5% | +39.1% | -55.9% |
| 6M | -30.3% | -94.2% | +63.9% | -28.8% |
| YTD | -8.1% | -97.0% | +88.9% | -8.9% |
| 1Y | +180.5% | -98.9% | +279.4% | +166.1% |
| All | +303.6% | -99.4% | +402.9% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling