+55.6%
FDX vs WETO
-99.4%
+154.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -3.3% | -57.2% | +53.9% | -3.2% |
| 30D | -1.4% | -48.8% | +47.4% | -1.6% |
| 3M | -4.5% | -97.7% | +93.2% | -1.7% |
| 6M | +9.4% | -94.3% | +103.7% | +9.5% |
| YTD | +36.0% | -97.0% | +133.1% | +37.6% |
| 1Y | +75.5% | -98.9% | +174.4% | +80.1% |
| All | +55.6% | -99.4% | +154.9% | +60.2% |
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