+31.6%
FAST vs WETO
-99.3%
+130.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.4% | -9.7% | +1.7% |
| 7D | +3.4% | +3.6% | -0.1% | +3.4% |
| 30D | +5.5% | -17.2% | +22.8% | +5.5% |
| 3M | +7.6% | -83.7% | +91.3% | +7.5% |
| 6M | +19.8% | -98.3% | +118.1% | +18.0% |
| YTD | +35.5% | -99.0% | +134.4% | +37.4% |
| 1Y | +31.6% | -99.4% | +131.0% | +34.9% |
| All | +31.6% | -99.3% | +130.9% | +34.9% |
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