+44.4%
SITM vs WSM
+44.0%
+0.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.5% | -15.8% | -10.5% |
| 7D | -19.5% | +8.0% | -27.5% | -20.9% |
| 30D | -43.2% | +13.5% | -56.7% | -45.2% |
| 3M | -30.8% | +8.8% | -39.7% | -32.5% |
| 6M | -28.6% | +54.7% | -83.3% | -39.1% |
| YTD | +14.2% | +53.3% | -39.1% | +3.6% |
| 1Y | +44.4% | +41.1% | +3.3% | +25.9% |
| All | +44.4% | +44.0% | +0.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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