+4,437.5%
SITM vs WST
+129.9%
+4,307.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.7% | -1.7% | +5.4% | +4.5% |
| 30D | -14.5% | -4.3% | -10.2% | -12.7% |
| 3M | -10.6% | +0.7% | -11.3% | -11.3% |
| 6M | +65.5% | +36.0% | +29.5% | +42.6% |
| YTD | +67.0% | +22.7% | +44.3% | +50.1% |
| 1Y | +138.6% | +34.1% | +104.5% | +103.7% |
| 3Y | +421.8% | -13.6% | +435.4% | +394.5% |
| 5Y | +172.4% | -26.0% | +198.4% | +179.9% |
| All | +4,437.5% | +129.9% | +4,307.6% | +2,937.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling