+77.2%
PR vs WETO
-98.9%
+176.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.4% |
| 7D | +1.8% | -4.3% | +6.1% | +1.8% |
| 30D | +10.9% | -39.9% | +50.8% | +9.6% |
| 3M | +24.5% | -97.9% | +122.4% | +21.6% |
| 6M | +25.0% | -95.0% | +120.0% | +21.6% |
| YTD | +72.4% | -97.2% | +169.5% | +65.3% |
| 1Y | +77.2% | -98.9% | +176.2% | +66.7% |
| All | +77.2% | -98.9% | +176.2% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling