-53.2%
STLA vs WETO
-99.4%
+46.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +2.2% |
| 7D | -2.9% | -4.3% | +1.4% | -2.9% |
| 30D | +0.9% | -39.9% | +40.8% | +0.5% |
| 3M | -21.6% | -97.9% | +76.3% | -19.6% |
| 6M | -21.6% | -95.0% | +73.4% | -21.1% |
| YTD | -50.4% | -97.2% | +46.7% | -49.5% |
| 1Y | -43.6% | -98.9% | +55.3% | -41.3% |
| All | -53.2% | -99.4% | +46.2% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling