+113.3%
FN vs WETO
-99.4%
+212.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +3.5% | -57.2% | +60.8% | +4.3% |
| 30D | -26.0% | -48.8% | +22.8% | -27.1% |
| 3M | -33.3% | -97.7% | +64.4% | -30.2% |
| 6M | -14.9% | -94.3% | +79.4% | -14.9% |
| YTD | -8.6% | -97.0% | +88.5% | -7.8% |
| 1Y | +12.3% | -98.9% | +111.2% | +14.6% |
| All | +113.3% | -99.4% | +212.6% | +110.6% |
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 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