+165.5%
SITM vs WSM
+19.9%
+145.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.5% | +5.7% |
| 7D | +9.7% | -3.3% | +13.0% | +11.1% |
| 30D | +12.7% | -8.4% | +21.1% | +16.5% |
| 3M | -13.4% | +9.7% | -23.1% | -17.6% |
| 6M | +59.6% | +16.7% | +42.9% | +46.4% |
| YTD | +73.3% | +28.7% | +44.6% | +52.7% |
| 1Y | +165.5% | +13.7% | +151.9% | +142.7% |
| All | +165.5% | +19.9% | +145.7% | +142.7% |
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