+742.7%
STX vs WETO
-99.4%
+842.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -3.6% |
| 7D | -2.3% | -4.3% | +2.1% | -2.2% |
| 30D | -5.5% | -39.9% | +34.4% | -8.4% |
| 3M | -4.3% | -97.9% | +93.6% | -0.3% |
| 6M | +115.6% | -95.0% | +210.7% | +114.9% |
| YTD | +202.2% | -97.2% | +299.4% | +197.8% |
| 1Y | +325.3% | -98.9% | +424.2% | +311.5% |
| All | +742.7% | -99.4% | +842.1% | +695.3% |
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