+4,789.7%
SITM vs WSM
+637.8%
+4,151.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.9% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -6.6% | -7.7% | +1.1% | -2.5% |
| 3M | -11.9% | +3.8% | -15.6% | -14.4% |
| 6M | +81.1% | +22.7% | +58.5% | +60.0% |
| YTD | +80.0% | +28.0% | +52.0% | +54.6% |
| 1Y | +145.8% | +12.7% | +133.1% | +125.3% |
| 3Y | +475.9% | +231.3% | +244.6% | +181.7% |
| 5Y | +189.2% | +177.2% | +12.0% | +50.2% |
| All | +4,789.7% | +637.8% | +4,151.9% | +1,519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling