+57.9%
STT vs WETO
-94.9%
+152.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.3% |
| 7D | -1.4% | -19.9% | +18.5% | -1.3% |
| 30D | +2.2% | -42.7% | +44.8% | +2.1% |
| 3M | +18.8% | -97.7% | +116.5% | +18.2% |
| 6M | +57.9% | -94.4% | +152.4% | +56.4% |
| All | +57.9% | -94.9% | +152.8% | +56.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling