+114.4%
STM vs WETO
-99.4%
+213.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.8% |
| 7D | +1.7% | -38.7% | +40.3% | +2.0% |
| 30D | -5.2% | -51.3% | +46.2% | -6.3% |
| 3M | -29.6% | -97.8% | +68.2% | -26.0% |
| 6M | +54.4% | -94.8% | +149.1% | +57.8% |
| YTD | +99.5% | -97.2% | +196.7% | +108.1% |
| 1Y | +100.8% | -98.9% | +199.7% | +115.6% |
| All | +114.4% | -99.4% | +213.9% | +128.5% |
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