+105.0%
STT vs WETO
-99.4%
+204.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | 0.0% |
| 7D | +1.0% | -38.7% | +39.7% | +1.1% |
| 30D | +2.8% | -51.3% | +54.1% | +2.4% |
| 3M | +18.1% | -97.8% | +116.0% | +18.3% |
| 6M | +59.2% | -94.8% | +154.0% | +57.3% |
| YTD | +51.5% | -97.2% | +148.7% | +50.4% |
| 1Y | +75.7% | -98.9% | +174.6% | +75.4% |
| All | +105.0% | -99.4% | +204.4% | +104.4% |
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 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