-38.6%
FICO vs WETO
-98.9%
+60.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -20.8% | +4.1% | -16.8% |
| 7D | -19.2% | -55.4% | +36.2% | -19.7% |
| 30D | -14.6% | -48.5% | +33.9% | -13.8% |
| 3M | -20.1% | -97.5% | +77.4% | -20.2% |
| 6M | -36.3% | -94.2% | +57.9% | -32.7% |
| YTD | -44.9% | -97.0% | +52.2% | -44.2% |
| 1Y | -38.6% | -98.9% | +60.3% | -44.7% |
| All | -38.6% | -98.9% | +60.3% | -44.7% |
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