-16.8%
FDS vs WETO
-98.9%
+82.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -20.8% | +17.3% | -3.7% |
| 7D | -1.9% | -55.4% | +53.5% | -2.4% |
| 30D | +9.0% | -48.5% | +57.5% | +9.5% |
| 3M | +18.9% | -97.5% | +116.4% | +20.4% |
| 6M | +35.1% | -94.2% | +129.3% | +34.5% |
| YTD | +5.5% | -97.0% | +102.5% | +3.7% |
| 1Y | -16.8% | -98.9% | +82.1% | -26.7% |
| All | -16.8% | -98.9% | +82.1% | -26.7% |
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 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