+99.6%
PSX vs WETO
-98.9%
+198.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -20.8% | +21.0% | +0.3% |
| 7D | +4.5% | -55.4% | +60.0% | +5.0% |
| 30D | +26.6% | -48.5% | +75.1% | +25.5% |
| 3M | +39.3% | -97.5% | +136.8% | +40.4% |
| 6M | +56.8% | -94.2% | +151.0% | +52.4% |
| YTD | +101.8% | -97.0% | +198.9% | +99.9% |
| 1Y | +99.6% | -98.9% | +198.5% | +92.4% |
| All | +99.6% | -98.9% | +198.5% | +92.4% |
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 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