+44.4%
SITM vs WCN
+16.1%
+28.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.8% | -12.1% | -7.5% |
| 7D | -19.5% | +6.7% | -26.2% | -15.8% |
| 30D | -43.2% | +24.3% | -67.5% | -35.0% |
| 3M | -30.8% | +16.1% | -46.9% | -23.1% |
| 6M | -28.6% | +19.9% | -48.5% | -19.4% |
| YTD | +14.2% | +10.1% | +4.1% | +32.3% |
| 1Y | +44.4% | +14.4% | +30.0% | +68.2% |
| All | +44.4% | +16.1% | +28.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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