+114.3%
STM vs WETO
-99.4%
+213.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.6% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | -4.9% | -39.9% | +35.0% | -6.3% |
| 3M | -34.0% | -97.9% | +63.9% | -30.5% |
| 6M | +51.8% | -95.0% | +146.9% | +55.5% |
| YTD | +99.4% | -97.2% | +196.5% | +108.0% |
| 1Y | +99.1% | -98.9% | +198.0% | +113.7% |
| All | +114.3% | -99.4% | +213.7% | +128.3% |
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