+4,789.7%
SITM vs WU
-59.2%
+4,848.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +5.0% | +5.3% |
| 7D | +3.9% | -3.5% | +7.3% | +5.4% |
| 30D | -6.6% | -2.9% | -3.7% | -5.7% |
| 3M | -11.9% | -2.3% | -9.6% | -14.1% |
| 6M | +81.1% | -25.4% | +106.5% | +101.2% |
| YTD | +80.0% | -21.2% | +101.2% | +93.4% |
| 1Y | +145.8% | -8.9% | +154.7% | +143.6% |
| 3Y | +475.9% | -29.0% | +504.8% | +528.6% |
| 5Y | +189.2% | -50.7% | +240.0% | +274.3% |
| All | +4,789.7% | -59.2% | +4,848.9% | +6,818.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling