-11.8%
STZ vs WETO
-99.9%
+88.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.7% |
| 7D | +2.6% | -39.7% | +42.3% | +2.2% |
| 30D | +15.2% | -26.8% | +41.9% | +15.1% |
| 3M | +7.6% | -83.1% | +90.8% | +7.6% |
| 6M | +5.3% | -98.8% | +104.1% | +4.1% |
| YTD | +8.6% | -99.3% | +107.9% | +6.9% |
| 1Y | +15.6% | -99.4% | +115.0% | +13.5% |
| All | -11.8% | -99.9% | +88.0% | -12.0% |
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