+4,532.8%
SITM vs WCC
+575.0%
+3,957.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +4.2% |
| 7D | +4.8% | +1.7% | +3.2% | +3.6% |
| 30D | -9.7% | -6.1% | -3.7% | -5.6% |
| 3M | -9.3% | +3.1% | -12.4% | -10.1% |
| 6M | +69.5% | +28.2% | +41.3% | +46.4% |
| YTD | +70.5% | +41.1% | +29.4% | +37.7% |
| 1Y | +145.3% | +61.3% | +84.0% | +82.3% |
| 3Y | +432.8% | +123.6% | +309.2% | +214.6% |
| 5Y | +174.0% | +214.8% | -40.8% | +34.2% |
| All | +4,532.8% | +575.0% | +3,957.8% | +1,576.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling