+775.4%
STX vs WETO
-99.4%
+874.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.7% | -2.8% |
| 7D | +8.0% | -19.9% | +27.9% | +8.3% |
| 30D | +5.1% | -42.7% | +47.8% | +1.9% |
| 3M | +5.8% | -97.7% | +103.5% | +10.0% |
| 6M | +124.9% | -94.4% | +219.4% | +124.3% |
| YTD | +213.9% | -97.0% | +310.9% | +209.0% |
| 1Y | +350.4% | -98.9% | +449.3% | +335.3% |
| All | +775.4% | -99.4% | +874.7% | +725.3% |
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 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