+315.6%
SITM vs WWD
+148.2%
+167.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.0% |
| 7D | +6.6% | +4.0% | +2.7% | +3.6% |
| 30D | -15.3% | +0.4% | -15.7% | -14.9% |
| 3M | -35.4% | -7.9% | -27.5% | -30.2% |
| 6M | -46.8% | -10.6% | -36.1% | -42.7% |
| YTD | +25.9% | +9.4% | +16.5% | +11.8% |
| 1Y | +54.0% | +25.7% | +28.3% | +17.8% |
| 3Y | +315.6% | +148.5% | +167.0% | +105.5% |
| All | +315.6% | +148.2% | +167.4% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling