+37.6%
FAST vs WETO
-99.4%
+137.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +1.3% | -57.2% | +58.5% | +1.4% |
| 30D | -4.7% | -48.8% | +44.0% | -5.0% |
| 3M | +7.9% | -97.7% | +105.6% | +6.4% |
| 6M | +7.4% | -94.3% | +101.7% | +5.4% |
| YTD | +25.1% | -97.0% | +122.1% | +23.5% |
| 1Y | +4.7% | -98.9% | +103.6% | +3.8% |
| All | +37.6% | -99.4% | +137.0% | +35.7% |
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