+54.4%
FDX vs WETO
-99.4%
+153.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.8% |
| 7D | -3.9% | -19.9% | +16.0% | -3.8% |
| 30D | -3.3% | -42.7% | +39.4% | -3.6% |
| 3M | -2.0% | -97.7% | +95.7% | +1.0% |
| 6M | +8.0% | -94.4% | +102.5% | +8.2% |
| YTD | +35.0% | -97.0% | +132.0% | +36.6% |
| 1Y | +73.7% | -98.9% | +172.5% | +78.1% |
| All | +54.4% | -99.4% | +153.8% | +59.0% |
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 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