+4,532.8%
SITM vs WTW
+82.6%
+4,450.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +4.8% | -7.8% | +12.6% | +9.2% |
| 30D | -9.7% | -7.9% | -1.8% | -6.4% |
| 3M | -9.3% | +19.9% | -29.3% | -19.7% |
| 6M | +69.5% | +9.8% | +59.7% | +55.2% |
| YTD | +70.5% | -3.3% | +73.9% | +65.0% |
| 1Y | +145.3% | -3.3% | +148.5% | +135.1% |
| 3Y | +432.8% | +61.5% | +371.3% | +204.6% |
| 5Y | +174.0% | +42.6% | +131.4% | +76.6% |
| All | +4,532.8% | +82.6% | +4,450.3% | +2,859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling