+44.4%
SITM vs WST
+47.3%
-2.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.4% | -9.8% | -9.6% |
| 7D | -19.5% | +1.3% | -20.8% | -20.0% |
| 30D | -43.2% | +8.5% | -51.7% | -45.3% |
| 3M | -30.8% | +17.2% | -48.0% | -36.2% |
| 6M | -28.6% | +36.3% | -64.9% | -39.7% |
| YTD | +14.2% | +48.9% | -34.7% | -9.9% |
| 1Y | +44.4% | +42.9% | +1.5% | +16.3% |
| All | +44.4% | +47.3% | -2.9% | +16.3% |
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