+4,789.7%
SITM vs WWD
+206.6%
+4,583.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +4.6% |
| 7D | +3.9% | -2.6% | +6.4% | +5.7% |
| 30D | -6.6% | -6.9% | +0.3% | -1.7% |
| 3M | -11.9% | -13.0% | +1.2% | -4.6% |
| 6M | +81.1% | -12.5% | +93.6% | +94.8% |
| YTD | +80.0% | +11.8% | +68.1% | +62.0% |
| 1Y | +145.8% | +41.1% | +104.8% | +86.7% |
| 3Y | +475.9% | +163.1% | +312.8% | +194.4% |
| 5Y | +189.2% | +187.6% | +1.6% | +39.3% |
| All | +4,789.7% | +206.6% | +4,583.1% | +2,302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling