+44.4%
SITM vs WCC
+24.5%
+19.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.9% | +0.6% | 0.0% |
| 7D | -19.5% | -8.8% | -10.8% | -12.4% |
| 30D | -43.2% | -16.0% | -27.2% | -32.9% |
| 3M | -30.8% | -15.2% | -15.6% | -18.7% |
| 6M | -28.6% | -8.4% | -20.2% | -21.8% |
| YTD | +14.2% | +30.1% | -15.9% | -8.1% |
| 1Y | +44.4% | +26.4% | +17.9% | +17.1% |
| All | +44.4% | +24.5% | +19.9% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling