+4,507.3%
SITM vs WPM
+500.9%
+4,006.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +8.4% | +7.0% | +1.3% | +5.7% |
| 30D | -17.4% | +15.7% | -33.2% | -22.2% |
| 3M | -9.8% | +35.2% | -45.0% | -20.1% |
| 6M | +83.0% | +6.1% | +76.9% | +76.5% |
| YTD | +69.6% | +32.6% | +37.0% | +48.6% |
| 1Y | +144.9% | +46.9% | +98.0% | +105.3% |
| 3Y | +429.9% | +276.3% | +153.6% | +200.7% |
| 5Y | +169.2% | +260.0% | -90.8% | +49.0% |
| All | +4,507.3% | +500.9% | +4,006.4% | +2,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling