+4,608.4%
SITM vs WU
-57.7%
+4,666.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.0% |
| 7D | +9.7% | -0.8% | +10.5% | +10.1% |
| 30D | +12.7% | -1.1% | +13.8% | +12.8% |
| 3M | -13.4% | -3.9% | -9.6% | -14.6% |
| 6M | +59.6% | -20.7% | +80.3% | +72.3% |
| YTD | +73.3% | -18.4% | +91.7% | +83.4% |
| 1Y | +165.5% | -8.1% | +173.6% | +162.7% |
| 3Y | +368.7% | -24.2% | +392.9% | +395.5% |
| 5Y | +172.5% | -50.4% | +222.9% | +252.0% |
| All | +4,608.4% | -57.7% | +4,666.1% | +6,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling