-54.2%
STLA vs WETO
-99.4%
+45.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.1% | +3.3% | -1.9% |
| 7D | +0.4% | -38.7% | +39.1% | -0.1% |
| 30D | -5.2% | -51.3% | +46.1% | -5.6% |
| 3M | -24.9% | -97.8% | +73.0% | -23.0% |
| 6M | -25.2% | -94.8% | +69.6% | -24.8% |
| YTD | -51.4% | -97.2% | +45.8% | -50.5% |
| 1Y | -40.7% | -98.9% | +58.2% | -38.2% |
| All | -54.2% | -99.4% | +45.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling