-60.8%
FICO vs WETO
-99.9%
+39.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +2.2% | -39.7% | +41.9% | +2.5% |
| 30D | +0.1% | -26.7% | +26.8% | +0.1% |
| 3M | -35.2% | -83.1% | +48.0% | -35.4% |
| 6M | -32.4% | -98.8% | +66.5% | -31.7% |
| YTD | -57.4% | -99.3% | +41.9% | -55.7% |
| 1Y | -58.5% | -99.4% | +40.9% | -56.5% |
| All | -60.8% | -99.9% | +39.1% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling