+9.2%
WEC vs SITM
+47.5%
-38.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -9.4% | +11.7% | +2.0% |
| 7D | +6.9% | -19.5% | +26.4% | +6.2% |
| 30D | +16.6% | -43.2% | +59.8% | +14.9% |
| 3M | +9.1% | -30.8% | +39.9% | +8.3% |
| 6M | +3.2% | -28.6% | +31.8% | +2.8% |
| YTD | +14.9% | +14.2% | +0.7% | +16.2% |
| 1Y | +9.2% | +44.4% | -35.2% | +11.8% |
| All | +9.2% | +47.5% | -38.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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