+48.7%
WEC vs SITM
+4,789.7%
-4,740.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | 0.0% |
| 7D | -0.6% | +3.9% | -4.4% | -0.6% |
| 30D | -2.6% | -6.6% | +4.0% | -2.6% |
| 3M | -6.0% | -11.9% | +5.8% | -6.0% |
| 6M | -5.4% | +81.1% | -86.6% | -5.6% |
| YTD | +2.5% | +80.0% | -77.5% | +2.2% |
| 1Y | -0.7% | +145.8% | -146.6% | -1.1% |
| 3Y | +38.7% | +475.9% | -437.2% | +36.0% |
| 5Y | +31.7% | +189.2% | -157.6% | +28.1% |
| All | +48.7% | +4,789.7% | -4,740.9% | +28.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling