-80.8%
FIG vs WETO
-98.6%
+17.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | +0.6% |
| 7D | -12.2% | -19.9% | +7.7% | -12.3% |
| 30D | -11.0% | -42.7% | +31.7% | -9.6% |
| 3M | +11.9% | -97.7% | +109.6% | +11.9% |
| 6M | -21.9% | -94.4% | +72.5% | -20.4% |
| YTD | -40.8% | -97.0% | +56.2% | -41.0% |
| 1Y | -56.6% | -98.9% | +42.2% | -65.5% |
| All | -80.8% | -98.6% | +17.7% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling