+33.4%
WEC vs SITM
+187.3%
-153.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | 0.0% |
| 7D | -0.6% | +3.9% | -4.4% | -0.5% |
| 30D | -2.6% | -6.6% | +4.0% | -2.7% |
| 3M | -6.0% | -11.9% | +5.8% | -6.0% |
| 6M | -5.4% | +81.1% | -86.6% | -4.9% |
| YTD | +2.5% | +80.0% | -77.5% | +3.1% |
| 1Y | -0.7% | +145.8% | -146.6% | +0.1% |
| 3Y | +38.7% | +475.9% | -437.2% | +38.9% |
| All | +33.4% | +187.3% | -153.9% | +30.3% |
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