+4.0%
FWONK vs WETO
-99.4%
+103.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.1% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | -7.7% | -39.9% | +32.2% | -7.1% |
| 3M | +5.7% | -97.9% | +103.6% | +7.0% |
| 6M | +13.5% | -95.0% | +108.5% | +15.1% |
| YTD | -3.0% | -97.2% | +94.2% | -1.0% |
| 1Y | -6.4% | -98.9% | +92.5% | -3.9% |
| All | +4.0% | -99.4% | +103.4% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling