-0.7%
WEC vs SITM
+142.3%
-143.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.7% |
| 7D | -1.3% | +4.8% | -6.1% | -1.1% |
| 30D | -0.4% | -9.7% | +9.3% | -0.6% |
| 3M | -6.8% | -9.3% | +2.5% | -6.8% |
| 6M | -6.4% | +69.5% | -75.9% | -4.6% |
| YTD | +2.5% | +70.5% | -68.0% | +4.7% |
| All | -0.7% | +142.3% | -143.0% | +2.1% |
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