+37.8%
FANG vs WETO
-99.4%
+137.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | +2.9% | -4.3% | +7.2% | +2.9% |
| 30D | +2.6% | -39.9% | +42.5% | +1.6% |
| 3M | +7.6% | -97.9% | +105.5% | +5.9% |
| 6M | +17.3% | -95.0% | +112.4% | +15.0% |
| YTD | +38.7% | -97.2% | +135.8% | +36.3% |
| 1Y | +51.6% | -98.9% | +150.6% | +50.0% |
| All | +37.8% | -99.4% | +137.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling