+151.3%
PWR vs WETO
-99.4%
+250.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.4% | +10.6% | +5.2% |
| 7D | +4.2% | -4.3% | +8.5% | +4.2% |
| 30D | -4.0% | -39.9% | +35.9% | -4.7% |
| 3M | -4.8% | -97.9% | +93.1% | -5.5% |
| 6M | +14.6% | -95.0% | +109.7% | +14.5% |
| YTD | +54.2% | -97.2% | +151.4% | +53.6% |
| 1Y | +67.1% | -98.9% | +166.0% | +66.6% |
| All | +151.3% | -99.4% | +250.7% | +151.4% |
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 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