+8.1%
FPS vs WETO
-95.7%
+103.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -20.8% | +23.3% | +2.6% |
| 7D | +3.1% | -55.4% | +58.5% | +3.7% |
| 30D | -18.6% | -48.5% | +29.9% | -20.4% |
| 3M | -51.5% | -97.5% | +46.0% | -47.1% |
| 6M | -8.5% | -94.2% | +85.7% | -13.5% |
| All | +8.1% | -95.7% | +103.8% | +7.3% |
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