+475.9%
SITM vs WTW
+61.9%
+414.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.6% |
| 7D | +3.9% | -5.7% | +9.6% | +1.8% |
| 30D | -6.6% | -7.3% | +0.7% | -8.6% |
| 3M | -11.9% | +21.5% | -33.3% | -4.9% |
| 6M | +81.1% | +9.6% | +71.5% | +92.1% |
| YTD | +80.0% | -3.3% | +83.3% | +87.4% |
| 1Y | +145.8% | -6.1% | +152.0% | +156.1% |
| 3Y | +475.9% | +61.8% | +414.0% | +511.1% |
| All | +475.9% | +61.9% | +414.0% | +511.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling