+165.5%
SITM vs WETO
-98.9%
+264.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -20.8% | +27.4% | +7.0% |
| 7D | +9.7% | -55.4% | +65.1% | +11.2% |
| 30D | +12.7% | -48.5% | +61.2% | +9.7% |
| 3M | -13.4% | -97.5% | +84.1% | -11.3% |
| 6M | +59.6% | -94.2% | +153.8% | +57.9% |
| YTD | +73.3% | -97.0% | +170.3% | +76.2% |
| 1Y | +165.5% | -98.9% | +264.5% | +242.4% |
| All | +165.5% | -98.9% | +264.4% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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