+4,608.4%
SITM vs WWD
+214.7%
+4,393.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.5% | +5.8% |
| 7D | +9.7% | +1.3% | +8.4% | +8.8% |
| 30D | +12.7% | -7.2% | +19.9% | +18.4% |
| 3M | -13.4% | -3.8% | -9.6% | -12.5% |
| 6M | +59.6% | -9.9% | +69.5% | +68.8% |
| YTD | +73.3% | +14.8% | +58.5% | +53.2% |
| 1Y | +165.5% | +42.1% | +123.5% | +100.7% |
| 3Y | +368.7% | +170.8% | +197.9% | +134.9% |
| 5Y | +172.5% | +197.5% | -25.0% | +28.5% |
| All | +4,608.4% | +214.7% | +4,393.7% | +2,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling