+315.4%
SITM vs WETO
-99.4%
+414.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +11.0% | +5.7% |
| 7D | +3.9% | -4.3% | +8.2% | +3.9% |
| 30D | -6.6% | -39.9% | +33.3% | -9.6% |
| 3M | -11.9% | -97.9% | +86.0% | -9.9% |
| 6M | +81.1% | -95.0% | +176.2% | +78.1% |
| YTD | +80.0% | -97.2% | +177.1% | +80.3% |
| 1Y | +145.8% | -98.9% | +244.7% | +156.3% |
| All | +315.4% | -99.4% | +414.8% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling