+174.0%
SITM vs WWD
+187.1%
-13.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.3% |
| 7D | +4.8% | -2.9% | +7.7% | +7.4% |
| 30D | -9.7% | -6.6% | -3.1% | -4.2% |
| 3M | -9.3% | -9.3% | 0.0% | -3.8% |
| 6M | +69.5% | -13.6% | +83.1% | +86.1% |
| YTD | +70.5% | +10.4% | +60.2% | +48.0% |
| 1Y | +145.3% | +39.9% | +105.4% | +67.5% |
| 3Y | +432.8% | +165.0% | +267.7% | +101.1% |
| 5Y | +174.0% | +183.8% | -9.8% | -9.6% |
| All | +174.0% | +187.1% | -13.1% | -9.6% |
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