+445.6%
SITM vs WPM
+259.8%
+185.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +3.4% |
| 7D | +4.8% | -3.6% | +8.4% | +6.1% |
| 30D | -9.7% | +12.5% | -22.2% | -13.9% |
| 3M | -9.3% | +40.6% | -49.9% | -20.7% |
| 6M | +69.5% | +0.5% | +69.0% | +65.3% |
| YTD | +70.5% | +29.0% | +41.5% | +50.4% |
| 1Y | +145.3% | +43.8% | +101.4% | +106.5% |
| All | +445.6% | +259.8% | +185.8% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling