+311.5%
SITM vs WST
+23.5%
+288.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | -27.4% | +12.7% | -40.1% | -29.3% |
| 3M | -35.6% | +17.2% | -52.7% | -37.9% |
| 6M | -46.6% | +26.7% | -73.3% | -49.7% |
| YTD | +25.8% | +50.3% | -24.5% | +14.1% |
| 1Y | +38.2% | +50.2% | -12.0% | +25.4% |
| 3Y | +311.5% | +21.7% | +289.8% | +234.2% |
| All | +311.5% | +23.5% | +288.0% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling