+48.8%
WEC vs SITM
+4,532.8%
-4,484.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -1.3% | +4.8% | -6.1% | -1.3% |
| 30D | -0.4% | -9.7% | +9.3% | -0.4% |
| 3M | -6.8% | -9.3% | +2.5% | -6.8% |
| 6M | -6.4% | +69.5% | -75.9% | -6.6% |
| YTD | +2.5% | +70.5% | -68.0% | +2.3% |
| 1Y | -0.4% | +145.3% | -145.7% | -0.8% |
| 3Y | +38.5% | +432.8% | -394.3% | +35.8% |
| 5Y | +31.7% | +174.0% | -142.3% | +28.2% |
| All | +48.8% | +4,532.8% | -4,484.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling