+145.8%
SITM vs WCC
+66.6%
+79.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +2.3% |
| 7D | +3.9% | +1.5% | +2.3% | +2.3% |
| 30D | -6.6% | -2.1% | -4.5% | -4.5% |
| 3M | -11.9% | +3.8% | -15.7% | -14.3% |
| 6M | +81.1% | +35.0% | +46.2% | +42.4% |
| YTD | +80.0% | +46.4% | +33.6% | +32.5% |
| 1Y | +145.8% | +63.0% | +82.9% | +69.1% |
| All | +145.8% | +66.6% | +79.3% | +69.1% |
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