+4,507.3%
SITM vs WU
-58.8%
+4,566.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.1% |
| 7D | +8.4% | -0.8% | +9.2% | +8.7% |
| 30D | -17.4% | -1.1% | -16.3% | -17.2% |
| 3M | -9.8% | -1.8% | -8.0% | -12.3% |
| 6M | +83.0% | -23.9% | +106.9% | +101.4% |
| YTD | +69.6% | -20.4% | +90.0% | +81.4% |
| 1Y | +144.9% | -10.6% | +155.5% | +145.2% |
| 3Y | +429.9% | -27.7% | +457.6% | +473.6% |
| 5Y | +169.2% | -51.1% | +220.3% | +249.7% |
| All | +4,507.3% | -58.8% | +4,566.1% | +6,390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling