-99.3%
WETO vs FGI
+89.2%
-188.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -5.0% |
| 7D | -38.7% | +14.7% | -53.4% | -38.2% |
| 30D | -51.3% | +67.0% | -118.3% | -51.8% |
| 3M | -97.8% | +31.0% | -128.8% | -97.8% |
| 6M | -94.8% | +126.8% | -221.6% | -94.9% |
| YTD | -97.2% | +35.6% | -132.8% | -97.2% |
| 1Y | -98.9% | +108.9% | -207.9% | -99.0% |
| All | -99.3% | +89.2% | -188.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling