-46.5%
FICO vs WETO
-99.4%
+53.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.1% | +10.5% | +5.3% |
| 7D | -10.6% | -38.7% | +28.1% | -10.7% |
| 30D | -6.3% | -51.3% | +45.0% | -6.8% |
| 3M | -19.7% | -97.8% | +78.1% | -16.9% |
| 6M | -31.8% | -94.8% | +63.0% | -31.8% |
| YTD | -41.8% | -97.2% | +55.4% | -39.7% |
| 1Y | -36.4% | -98.9% | +62.5% | -29.6% |
| All | -46.5% | -99.4% | +53.0% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling