-99.3%
WETO vs FGI
+103.4%
-202.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.7% | -5.5% |
| 7D | -4.3% | +12.1% | -16.5% | -3.8% |
| 30D | -39.9% | +75.7% | -115.6% | -40.2% |
| 3M | -97.9% | +31.7% | -129.6% | -97.9% |
| 6M | -95.0% | +111.5% | -206.5% | -95.1% |
| YTD | -97.2% | +45.8% | -142.9% | -97.2% |
| 1Y | -98.9% | +112.5% | -211.4% | -98.9% |
| All | -99.3% | +103.4% | -202.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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