+165.5%
SITM vs WTW
+3.0%
+162.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.7% | +5.2% |
| 7D | +9.7% | -2.6% | +12.3% | +8.0% |
| 30D | +12.7% | -1.0% | +13.7% | +12.6% |
| 3M | -13.4% | +29.9% | -43.3% | +4.2% |
| 6M | +59.6% | +10.7% | +48.9% | +79.0% |
| YTD | +73.3% | +2.6% | +70.7% | +90.5% |
| 1Y | +165.5% | +2.8% | +162.8% | +195.2% |
| All | +165.5% | +3.0% | +162.6% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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