-41.4%
FDS vs WETO
-99.4%
+58.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.3% |
| 7D | -14.0% | -4.3% | -9.7% | -14.0% |
| 30D | -6.2% | -39.9% | +33.7% | -6.0% |
| 3M | +10.2% | -97.9% | +108.1% | +11.8% |
| 6M | +27.4% | -95.0% | +122.5% | +26.9% |
| YTD | -9.3% | -97.2% | +87.9% | -9.4% |
| 1Y | -28.6% | -98.9% | +70.3% | -28.6% |
| All | -41.4% | -99.4% | +58.0% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling