+75.3%
PR vs WETO
-99.9%
+175.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.3% |
| 7D | +6.0% | -39.7% | +45.7% | +6.4% |
| 30D | -4.2% | -26.7% | +22.5% | -4.2% |
| 3M | +10.0% | -83.1% | +93.1% | +9.6% |
| 6M | +15.6% | -98.8% | +114.4% | +14.5% |
| YTD | +68.2% | -99.3% | +167.5% | +66.6% |
| 1Y | +79.2% | -99.4% | +178.6% | +78.0% |
| All | +75.3% | -99.9% | +175.1% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling