+71.5%
SITM vs WWD
+187.3%
-115.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.0% |
| 7D | +6.6% | +4.0% | +2.7% | +3.4% |
| 30D | -15.3% | +0.4% | -15.7% | -14.9% |
| 3M | -35.4% | -7.9% | -27.5% | -29.7% |
| 6M | -46.8% | -10.6% | -36.1% | -42.3% |
| YTD | +25.9% | +9.4% | +16.5% | +10.9% |
| 1Y | +54.0% | +25.7% | +28.3% | +16.7% |
| 3Y | +315.6% | +148.5% | +167.0% | +63.3% |
| All | +71.5% | +187.3% | -115.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling