+78.4%
PR vs WETO
-99.4%
+177.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | -0.1% |
| 7D | -0.8% | -38.7% | +37.8% | -0.3% |
| 30D | +11.3% | -51.3% | +62.6% | +9.9% |
| 3M | +24.1% | -97.8% | +121.9% | +22.7% |
| 6M | +25.4% | -94.8% | +120.1% | +21.9% |
| YTD | +71.2% | -97.2% | +168.4% | +67.8% |
| 1Y | +78.6% | -98.9% | +177.6% | +78.1% |
| All | +78.4% | -99.4% | +177.8% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling