+81.4%
STLD vs WETO
-99.4%
+180.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.5% |
| 7D | -3.6% | -19.9% | +16.2% | -3.7% |
| 30D | -10.1% | -42.7% | +32.6% | -9.3% |
| 3M | -11.4% | -97.7% | +86.3% | -10.7% |
| 6M | +30.8% | -94.4% | +125.3% | +31.6% |
| YTD | +40.7% | -97.0% | +137.7% | +41.2% |
| 1Y | +80.8% | -98.9% | +179.6% | +80.5% |
| All | +81.4% | -99.4% | +180.7% | +80.9% |
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 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