+30.7%
PM vs WETO
-99.4%
+130.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.6% |
| 7D | +4.7% | -4.3% | +9.0% | +4.6% |
| 30D | +2.6% | -39.9% | +42.5% | +4.2% |
| 3M | +6.6% | -97.9% | +104.5% | +4.4% |
| 6M | +16.5% | -95.0% | +111.5% | +16.5% |
| YTD | +21.2% | -97.2% | +118.3% | +20.6% |
| 1Y | +17.9% | -98.9% | +116.8% | +16.5% |
| All | +30.7% | -99.4% | +130.1% | +25.8% |
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 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