+475.9%
SITM vs WSM
+230.1%
+245.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.0% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | -6.6% | -7.7% | +1.1% | -2.6% |
| 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% | +54.5% |
| 1Y | +145.8% | +12.7% | +133.1% | +125.1% |
| 3Y | +475.9% | +231.3% | +244.6% | +252.4% |
| All | +475.9% | +230.1% | +245.8% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling