+293.7%
STRL vs WETO
-99.4%
+393.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -2.2% |
| 7D | +5.4% | -19.9% | +25.3% | +5.7% |
| 30D | -9.0% | -42.7% | +33.7% | -11.5% |
| 3M | -37.1% | -97.7% | +60.7% | -37.7% |
| 6M | +17.8% | -94.4% | +112.2% | +13.6% |
| YTD | +58.3% | -97.0% | +155.3% | +54.1% |
| 1Y | +61.0% | -98.9% | +159.9% | +58.9% |
| All | +293.7% | -99.4% | +393.1% | +295.2% |
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