+113.8%
PSX vs WETO
-99.4%
+213.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.4% |
| 7D | +1.7% | -4.3% | +6.0% | +1.7% |
| 30D | +15.6% | -39.9% | +55.5% | +14.2% |
| 3M | +46.5% | -97.9% | +144.4% | +48.4% |
| 6M | +55.0% | -95.0% | +150.1% | +52.1% |
| YTD | +105.3% | -97.2% | +202.4% | +104.1% |
| 1Y | +101.6% | -98.9% | +200.5% | +104.3% |
| All | +113.8% | -99.4% | +213.2% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling