+100.0%
PLTR vs WETO
-99.4%
+199.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.7% | -0.5% |
| 7D | 0.0% | -38.7% | +38.7% | -0.2% |
| 30D | -3.3% | -51.3% | +48.1% | -3.1% |
| 3M | +28.4% | -97.8% | +126.2% | +35.2% |
| 6M | +8.4% | -94.8% | +103.1% | +8.2% |
| YTD | -4.6% | -97.2% | +92.6% | -2.3% |
| 1Y | +4.4% | -98.9% | +103.4% | +10.4% |
| All | +100.0% | -99.4% | +199.4% | +113.1% |
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