-38.8%
STLA vs WETO
-98.9%
+60.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -20.8% | +22.1% | +1.0% |
| 7D | +2.6% | -55.4% | +58.0% | +1.7% |
| 30D | -1.2% | -48.5% | +47.2% | -1.2% |
| 3M | -24.8% | -97.5% | +72.7% | -23.1% |
| 6M | -25.6% | -94.2% | +68.6% | -23.9% |
| YTD | -48.9% | -97.0% | +48.1% | -47.0% |
| 1Y | -38.8% | -98.9% | +60.1% | -32.4% |
| All | -38.8% | -98.9% | +60.1% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling