+4,437.5%
SITM vs WCN
+87.0%
+4,350.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +3.7% | -1.7% | +5.4% | +4.7% |
| 30D | -14.5% | -3.0% | -11.5% | -13.2% |
| 3M | -10.6% | +2.5% | -13.1% | -13.8% |
| 6M | +65.5% | -5.7% | +71.2% | +67.2% |
| YTD | +67.0% | -7.4% | +74.5% | +70.1% |
| 1Y | +138.6% | -8.6% | +147.2% | +143.2% |
| 3Y | +421.8% | +19.4% | +402.4% | +306.2% |
| 5Y | +172.4% | +27.2% | +145.2% | +94.4% |
| All | +4,437.5% | +87.0% | +4,350.4% | +2,796.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling