+169.2%
SITM vs WST
-25.8%
+194.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.9% |
| 7D | +8.4% | -0.3% | +8.6% | +8.5% |
| 30D | -17.4% | -4.6% | -12.8% | -15.7% |
| 3M | -9.8% | +5.7% | -15.5% | -12.5% |
| 6M | +83.0% | +37.6% | +45.4% | +58.7% |
| YTD | +69.6% | +23.0% | +46.5% | +53.5% |
| 1Y | +144.9% | +33.8% | +111.1% | +111.9% |
| 3Y | +429.9% | -13.4% | +443.2% | +410.0% |
| 5Y | +169.2% | -27.0% | +196.1% | +204.4% |
| All | +169.2% | -25.8% | +194.9% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling