+165.5%
SITM vs WCN
-8.7%
+174.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.0% |
| 7D | +9.7% | -0.6% | +10.4% | +9.4% |
| 30D | +12.7% | +0.4% | +12.3% | +12.9% |
| 3M | -13.4% | +7.3% | -20.7% | -11.8% |
| 6M | +59.6% | -2.5% | +62.1% | +62.1% |
| YTD | +73.3% | -5.4% | +78.7% | +74.2% |
| 1Y | +165.5% | -8.5% | +174.0% | +191.8% |
| All | +165.5% | -8.7% | +174.3% | +191.8% |
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