+307.8%
STRL vs WETO
-99.4%
+407.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | +10.1% | -57.2% | +67.3% | +11.4% |
| 30D | -8.2% | -48.8% | +40.6% | -10.6% |
| 3M | -43.7% | -97.7% | +54.0% | -44.2% |
| 6M | +27.1% | -94.3% | +121.4% | +22.6% |
| YTD | +64.0% | -97.0% | +161.0% | +59.7% |
| 1Y | +75.2% | -98.9% | +174.1% | +73.0% |
| All | +307.8% | -99.4% | +407.2% | +309.5% |
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