+145.8%
SITM vs WPM
+46.6%
+99.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +5.0% |
| 7D | +3.9% | -0.6% | +4.4% | +4.0% |
| 30D | -6.6% | +14.4% | -21.0% | -10.5% |
| 3M | -11.9% | +37.0% | -48.8% | -20.8% |
| 6M | +81.1% | +4.1% | +77.0% | +71.1% |
| YTD | +80.0% | +31.7% | +48.3% | +65.3% |
| 1Y | +145.8% | +44.2% | +101.7% | +131.0% |
| All | +145.8% | +46.6% | +99.2% | +131.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling