+165.5%
SITM vs WWD
+41.9%
+123.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.5% | +6.1% |
| 7D | +9.7% | +1.3% | +8.4% | +9.1% |
| 30D | +12.7% | -7.2% | +19.9% | +16.3% |
| 3M | -13.4% | -3.8% | -9.6% | -13.4% |
| 6M | +59.6% | -9.9% | +69.5% | +63.2% |
| YTD | +73.3% | +14.8% | +58.5% | +65.2% |
| 1Y | +165.5% | +42.1% | +123.5% | +120.4% |
| All | +165.5% | +41.9% | +123.7% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling