+12.5%
FN vs WETO
-98.9%
+111.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -20.8% | +23.9% | +3.3% |
| 7D | -1.7% | -55.4% | +53.7% | -1.1% |
| 30D | -22.0% | -48.5% | +26.5% | -23.2% |
| 3M | -43.0% | -97.5% | +54.5% | -39.4% |
| 6M | -27.7% | -94.2% | +66.5% | -28.0% |
| YTD | -10.5% | -97.0% | +86.5% | -10.8% |
| 1Y | +12.5% | -98.9% | +111.4% | +14.7% |
| All | +12.5% | -98.9% | +111.4% | +14.7% |
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