+51.2%
WEC vs SITM
+4,507.3%
-4,456.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.1% |
| 7D | +0.8% | +8.4% | -7.5% | +0.8% |
| 30D | +0.3% | -17.4% | +17.8% | +0.3% |
| 3M | -2.9% | -9.8% | +6.9% | -2.9% |
| 6M | -5.9% | +83.0% | -88.9% | -6.1% |
| YTD | +4.1% | +69.6% | -65.4% | +3.9% |
| 1Y | +3.1% | +144.9% | -141.8% | +2.7% |
| 3Y | +40.8% | +429.9% | -389.1% | +38.0% |
| 5Y | +31.7% | +169.2% | -137.5% | +28.2% |
| All | +51.2% | +4,507.3% | -4,456.1% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling