-56.4%
FICO vs WETO
-99.3%
+43.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.4% | -14.6% | -3.2% |
| 7D | +0.4% | +3.6% | -3.2% | +0.4% |
| 30D | +1.7% | -17.2% | +18.9% | +1.6% |
| 3M | -33.0% | -83.7% | +50.7% | -32.9% |
| 6M | -33.9% | -98.3% | +64.4% | -33.4% |
| YTD | -58.5% | -99.0% | +40.5% | -57.3% |
| 1Y | -56.4% | -99.4% | +43.0% | -56.8% |
| All | -56.4% | -99.3% | +43.0% | -56.8% |
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