+165.5%
SITM vs WST
+37.6%
+128.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.4% | +6.9% |
| 7D | +9.7% | +0.7% | +9.0% | +9.3% |
| 30D | +12.7% | -3.1% | +15.8% | +14.2% |
| 3M | -13.4% | +7.2% | -20.6% | -16.9% |
| 6M | +59.6% | +36.8% | +22.8% | +40.3% |
| YTD | +73.3% | +23.8% | +49.5% | +54.8% |
| 1Y | +165.5% | +37.8% | +127.8% | +138.1% |
| All | +165.5% | +37.6% | +128.0% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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