+53.8%
SITM vs WST
+49.0%
+4.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +32.5% | +4.9% | +27.7% | +29.1% |
| 30D | -18.8% | +10.7% | -29.5% | -22.9% |
| 3M | -30.9% | +16.8% | -47.7% | -36.7% |
| 6M | -44.5% | +32.0% | -76.4% | -53.7% |
| YTD | +33.2% | +49.9% | -16.7% | +2.9% |
| 1Y | +53.8% | +50.6% | +3.2% | +18.5% |
| All | +53.8% | +49.0% | +4.8% | +18.5% |
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