+83.4%
STLD vs WETO
-99.4%
+182.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.6% | +1.1% |
| 7D | -0.9% | -4.3% | +3.4% | -1.0% |
| 30D | -8.9% | -39.9% | +31.0% | -8.0% |
| 3M | -14.0% | -97.9% | +83.9% | -13.3% |
| 6M | +30.8% | -95.0% | +125.9% | +31.6% |
| YTD | +42.3% | -97.2% | +139.4% | +42.8% |
| 1Y | +81.1% | -98.9% | +180.0% | +80.8% |
| All | +83.4% | -99.4% | +182.9% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling