-27.3%
STZ vs WETO
-99.4%
+72.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | -7.4% | -57.2% | +49.9% | -8.0% |
| 30D | -10.9% | -48.8% | +37.9% | -10.3% |
| 3M | -13.4% | -97.7% | +84.2% | -14.2% |
| 6M | -16.2% | -94.3% | +78.1% | -16.3% |
| YTD | -10.4% | -97.0% | +86.6% | -11.1% |
| 1Y | -14.8% | -98.9% | +84.1% | -16.3% |
| All | -27.3% | -99.4% | +72.1% | -26.9% |
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