+165.5%
SITM vs WCC
+61.8%
+103.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.7% | +3.2% |
| 7D | +9.7% | +4.5% | +5.3% | +5.8% |
| 30D | +12.7% | -5.8% | +18.5% | +18.9% |
| 3M | -13.4% | -3.7% | -9.8% | -10.6% |
| 6M | +59.6% | +23.1% | +36.6% | +34.7% |
| YTD | +73.3% | +44.2% | +29.2% | +29.9% |
| 1Y | +165.5% | +62.1% | +103.5% | +86.2% |
| All | +165.5% | +61.8% | +103.8% | +86.2% |
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