-46.3%
FICO vs WETO
-99.4%
+53.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.6% |
| 7D | +5.7% | -4.3% | +10.0% | +5.7% |
| 30D | -5.6% | -39.9% | +34.3% | -6.2% |
| 3M | -16.9% | -97.9% | +81.0% | -13.8% |
| 6M | -15.4% | -95.0% | +79.6% | -15.0% |
| YTD | -41.7% | -97.2% | +55.4% | -39.5% |
| 1Y | -38.3% | -98.9% | +60.6% | -31.8% |
| All | -46.3% | -99.4% | +53.1% | -36.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling