+434.4%
SITM vs WCC
+129.2%
+305.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.5% |
| 7D | +3.7% | +6.8% | -3.1% | -1.5% |
| 30D | -14.5% | -3.0% | -11.5% | -12.0% |
| 3M | -10.6% | +0.2% | -10.8% | -10.1% |
| 6M | +65.5% | +33.2% | +32.4% | +34.8% |
| YTD | +67.0% | +45.8% | +21.2% | +26.2% |
| 1Y | +138.6% | +68.4% | +70.2% | +62.3% |
| All | +434.4% | +129.2% | +305.2% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling