+27.3%
FE vs WETO
-99.4%
+126.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.5% |
| 7D | -0.2% | -38.7% | +38.5% | -0.2% |
| 30D | -1.2% | -51.3% | +50.1% | -0.8% |
| 3M | +1.7% | -97.8% | +99.5% | +1.1% |
| 6M | -7.5% | -94.8% | +87.3% | -7.5% |
| YTD | +6.3% | -97.2% | +103.5% | +6.7% |
| 1Y | +10.9% | -98.9% | +109.8% | +12.0% |
| All | +27.3% | -99.4% | +126.7% | +28.2% |
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