+42.9%
FANG vs WETO
-98.9%
+141.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -20.8% | +19.0% | -1.6% |
| 7D | +0.8% | -55.4% | +56.2% | +1.4% |
| 30D | +7.6% | -48.5% | +56.1% | +6.7% |
| 3M | -1.3% | -97.5% | +96.2% | -3.6% |
| 6M | +14.7% | -94.2% | +108.9% | +12.3% |
| YTD | +34.8% | -97.0% | +131.8% | +30.9% |
| 1Y | +42.9% | -98.9% | +141.8% | +36.2% |
| All | +42.9% | -98.9% | +141.8% | +36.2% |
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 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