+4,608.4%
SITM vs BWA
+96.9%
+4,511.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.8% | +4.6% |
| 7D | +9.7% | +5.7% | +4.1% | +5.6% |
| 30D | +12.7% | +1.4% | +11.3% | +11.8% |
| 3M | -13.4% | -12.1% | -1.3% | -4.4% |
| 6M | +59.6% | +28.6% | +31.1% | +35.1% |
| YTD | +73.3% | +51.1% | +22.2% | +26.8% |
| 1Y | +165.5% | +55.9% | +109.7% | +89.6% |
| 3Y | +368.7% | +70.1% | +298.6% | +206.4% |
| 5Y | +172.5% | +90.7% | +81.8% | +66.0% |
| All | +4,608.4% | +96.9% | +4,511.4% | +2,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling