-27.0%
STZ vs WETO
-99.4%
+72.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.4% |
| 7D | -6.0% | -38.7% | +32.6% | -6.4% |
| 30D | -8.9% | -51.3% | +42.4% | -8.3% |
| 3M | -12.6% | -97.8% | +85.3% | -13.4% |
| 6M | -17.2% | -94.8% | +77.6% | -17.4% |
| YTD | -10.0% | -97.2% | +87.2% | -10.8% |
| 1Y | -14.3% | -98.9% | +84.6% | -15.9% |
| All | -27.0% | -99.4% | +72.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling