+54.1%
WEC vs SITM
+73.6%
-19.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +0.9% |
| 7D | +2.3% | +6.6% | -4.3% | +2.4% |
| 30D | +11.1% | -15.3% | +26.4% | +11.0% |
| 3M | +8.4% | -35.4% | +43.8% | +8.2% |
| 6M | +7.5% | -46.8% | +54.3% | +7.3% |
| YTD | +15.3% | +25.9% | -10.5% | +15.6% |
| 1Y | +9.7% | +54.0% | -44.3% | +10.1% |
| 3Y | +64.7% | +315.6% | -250.9% | +63.4% |
| All | +54.1% | +73.6% | -19.5% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling