+106.6%
STT vs WETO
-99.4%
+206.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | -0.4% | -4.3% | +3.9% | -0.4% |
| 30D | +1.7% | -39.9% | +41.6% | +1.3% |
| 3M | +17.9% | -97.9% | +115.8% | +18.1% |
| 6M | +55.3% | -95.0% | +150.3% | +53.5% |
| YTD | +52.7% | -97.2% | +149.8% | +51.6% |
| 1Y | +75.7% | -98.9% | +174.6% | +75.4% |
| All | +106.6% | -99.4% | +206.0% | +106.0% |
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