-99.8%
WETO vs FGI
+54.2%
-154.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -25.2% | +22.5% | -3.9% |
| 7D | -39.7% | -14.4% | -25.3% | -40.0% |
| 30D | -26.7% | -11.8% | -15.0% | -26.9% |
| 3M | -83.1% | -46.2% | -36.9% | -83.5% |
| 6M | -98.8% | +5.2% | -104.0% | -98.8% |
| YTD | -99.3% | +10.5% | -109.8% | -99.3% |
| 1Y | -99.4% | +25.5% | -124.9% | -99.4% |
| All | -99.8% | +54.2% | -154.1% | -99.8% |
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