+73.1%
PR vs WETO
-99.8%
+173.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +2.1% |
| 7D | +6.7% | -25.4% | +32.1% | +6.9% |
| 30D | -6.1% | -35.8% | +29.7% | -6.0% |
| 3M | +6.9% | -84.6% | +91.4% | +6.5% |
| 6M | +14.6% | -98.8% | +113.4% | +13.5% |
| YTD | +66.1% | -99.3% | +165.4% | +64.5% |
| 1Y | +77.0% | -99.4% | +176.4% | +75.8% |
| All | +73.1% | -99.8% | +173.0% | +82.1% |
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