+145.8%
SITM vs WWD
+41.6%
+104.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.2% | +4.9% |
| 7D | +3.9% | -2.6% | +6.4% | +5.1% |
| 30D | -6.6% | -6.9% | +0.3% | -3.3% |
| 3M | -11.9% | -13.0% | +1.2% | -7.0% |
| 6M | +81.1% | -12.5% | +93.6% | +87.5% |
| YTD | +80.0% | +11.8% | +68.1% | +73.0% |
| 1Y | +145.8% | +41.1% | +104.8% | +97.4% |
| All | +145.8% | +41.6% | +104.3% | +97.4% |
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