+8.4%
FN vs WETO
-98.9%
+107.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -3.5% |
| 7D | +2.3% | -19.9% | +22.1% | +2.4% |
| 30D | -23.2% | -42.7% | +19.5% | -24.4% |
| 3M | -30.4% | -97.7% | +67.3% | -25.8% |
| 6M | -25.6% | -94.4% | +68.8% | -25.8% |
| YTD | -11.3% | -97.0% | +85.7% | -11.7% |
| 1Y | +8.4% | -98.9% | +107.3% | +8.4% |
| All | +8.4% | -98.9% | +107.3% | +8.4% |
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 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