+84.1%
STLD vs WETO
-99.4%
+183.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | +0.1% |
| 7D | -2.8% | -38.7% | +35.9% | -3.0% |
| 30D | -10.4% | -51.3% | +40.9% | -9.6% |
| 3M | -10.6% | -97.8% | +87.2% | -9.9% |
| 6M | +32.7% | -94.8% | +127.5% | +33.5% |
| YTD | +42.8% | -97.2% | +140.0% | +43.3% |
| 1Y | +86.9% | -98.9% | +185.9% | +86.6% |
| All | +84.1% | -99.4% | +183.5% | +83.6% |
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