+4,437.5%
SITM vs WSM
+642.0%
+3,795.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.7% | +2.6% | +1.1% | +2.3% |
| 30D | -14.5% | -9.3% | -5.2% | -9.9% |
| 3M | -10.6% | +7.1% | -17.6% | -14.6% |
| 6M | +65.5% | +21.7% | +43.8% | +46.9% |
| YTD | +67.0% | +28.7% | +38.3% | +43.0% |
| 1Y | +138.6% | +13.9% | +124.7% | +117.5% |
| 3Y | +421.8% | +232.2% | +189.7% | +154.9% |
| 5Y | +172.4% | +176.4% | -4.0% | +41.6% |
| All | +4,437.5% | +642.0% | +3,795.4% | +1,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling