-8.4%
FTV vs WETO
-99.4%
+91.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -2.3% |
| 7D | -5.2% | -19.9% | +14.7% | -5.2% |
| 30D | -11.5% | -42.7% | +31.1% | -12.2% |
| 3M | -9.0% | -97.7% | +88.7% | -8.4% |
| 6M | -2.0% | -94.4% | +92.4% | -3.0% |
| YTD | -0.9% | -97.0% | +96.1% | -1.9% |
| 1Y | +14.8% | -98.9% | +113.7% | +13.9% |
| All | -8.4% | -99.4% | +91.0% | -8.8% |
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