-25.6%
STZ vs WETO
-99.4%
+73.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.9% |
| 7D | -4.1% | -19.9% | +15.8% | -4.2% |
| 30D | -7.6% | -42.7% | +35.1% | -6.9% |
| 3M | -12.3% | -97.7% | +85.4% | -13.1% |
| 6M | -16.3% | -94.4% | +78.1% | -16.4% |
| YTD | -8.4% | -97.0% | +88.6% | -9.1% |
| 1Y | -10.8% | -98.9% | +88.0% | -12.4% |
| All | -25.6% | -99.4% | +73.8% | -25.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling