+174.0%
SITM vs WPM
+252.7%
-78.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 3M | -9.3% | +40.6% | -49.9% | -21.0% |
| 6M | +69.5% | +0.5% | +69.0% | +66.0% |
| YTD | +70.5% | +29.0% | +41.5% | +50.1% |
| 1Y | +145.3% | +43.8% | +101.4% | +105.8% |
| 3Y | +432.8% | +266.3% | +166.5% | +192.5% |
| 5Y | +174.0% | +255.1% | -81.1% | +37.5% |
| All | +174.0% | +252.7% | -78.6% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling