+27.0%
PM vs WETO
-99.4%
+126.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.5% |
| 7D | -1.2% | -38.7% | +37.5% | -1.6% |
| 30D | -0.2% | -51.3% | +51.2% | +1.2% |
| 3M | +4.9% | -97.8% | +102.7% | +2.8% |
| 6M | +9.0% | -94.8% | +103.8% | +9.2% |
| YTD | +17.8% | -97.2% | +115.0% | +17.2% |
| 1Y | +16.8% | -98.9% | +115.8% | +15.4% |
| All | +27.0% | -99.4% | +126.4% | +22.2% |
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 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