+445.6%
SITM vs WU
-29.2%
+474.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +4.8% | -5.0% | +9.8% | +6.3% |
| 30D | -9.7% | -2.3% | -7.4% | -9.4% |
| 3M | -9.3% | -3.2% | -6.1% | -11.7% |
| 6M | +69.5% | -25.0% | +94.5% | +83.5% |
| YTD | +70.5% | -21.7% | +92.2% | +80.3% |
| 1Y | +145.3% | -9.0% | +154.2% | +141.5% |
| All | +445.6% | -29.2% | +474.8% | +442.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling