+445.6%
SITM vs WCN
+18.2%
+427.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.0% |
| 7D | +4.8% | -4.4% | +9.3% | +4.6% |
| 30D | -9.7% | -4.4% | -5.3% | -9.9% |
| 3M | -9.3% | +0.5% | -9.8% | -10.0% |
| 6M | +69.5% | -3.3% | +72.8% | +69.4% |
| YTD | +70.5% | -8.5% | +79.0% | +72.3% |
| 1Y | +145.3% | -8.9% | +154.2% | +148.5% |
| All | +445.6% | +18.2% | +427.5% | +415.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling