+44.4%
SITM vs BWA
+17.4%
+27.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.5% | -6.8% | -7.4% |
| 7D | -19.5% | -9.9% | -9.6% | -12.9% |
| 30D | -43.2% | -16.4% | -26.8% | -34.8% |
| 3M | -30.8% | -19.8% | -11.0% | -17.9% |
| 6M | -28.6% | -10.0% | -18.6% | -18.4% |
| YTD | +14.2% | +12.7% | +1.4% | +11.7% |
| 1Y | +44.4% | +15.7% | +28.7% | +39.1% |
| All | +44.4% | +17.4% | +27.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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