+315.0%
STRL vs WETO
-99.4%
+414.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.8% | +5.5% |
| 7D | +5.0% | -4.3% | +9.4% | +5.1% |
| 30D | -6.9% | -39.9% | +33.0% | -9.6% |
| 3M | -39.1% | -97.9% | +58.8% | -39.6% |
| 6M | +21.5% | -95.0% | +116.5% | +17.4% |
| YTD | +66.9% | -97.2% | +164.0% | +62.6% |
| 1Y | +61.6% | -98.9% | +160.6% | +59.7% |
| All | +315.0% | -99.4% | +414.4% | +316.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling