+123.8%
STX vs WETO
-99.3%
+223.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +11.4% | -19.5% | -8.3% |
| 7D | -20.2% | +3.6% | -23.8% | -20.3% |
| 30D | -37.2% | -17.2% | -20.0% | -37.1% |
| 3M | -34.1% | -83.7% | +49.6% | -35.3% |
| 6M | -24.5% | -98.3% | +73.8% | -22.7% |
| YTD | +102.9% | -99.0% | +201.9% | +94.3% |
| 1Y | +123.8% | -99.4% | +223.2% | +82.4% |
| All | +123.8% | -99.3% | +223.1% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling