+4,789.7%
SITM vs WPM
+497.1%
+4,292.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +4.8% |
| 7D | +3.9% | -0.6% | +4.4% | +4.0% |
| 30D | -6.6% | +14.4% | -21.0% | -11.6% |
| 3M | -11.9% | +37.0% | -48.8% | -22.3% |
| 6M | +81.1% | +4.1% | +77.0% | +75.8% |
| YTD | +80.0% | +31.7% | +48.3% | +58.0% |
| 1Y | +145.8% | +44.2% | +101.7% | +107.4% |
| 3Y | +475.9% | +265.5% | +210.4% | +230.3% |
| 5Y | +189.2% | +262.5% | -73.3% | +59.6% |
| All | +4,789.7% | +497.1% | +4,292.6% | +2,604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling