+273.0%
WAB vs SITM
+4,789.7%
-4,516.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +0.3% |
| 7D | +0.1% | +3.9% | -3.7% | -0.4% |
| 30D | -4.1% | -6.6% | +2.5% | -3.4% |
| 3M | +8.2% | -11.9% | +20.0% | +8.4% |
| 6M | +15.4% | +81.1% | -65.7% | +2.8% |
| YTD | +33.1% | +80.0% | -46.8% | +17.8% |
| 1Y | +48.1% | +145.8% | -97.8% | +23.8% |
| 3Y | +167.7% | +475.9% | -308.2% | +85.5% |
| 5Y | +225.7% | +189.2% | +36.5% | +129.0% |
| All | +273.0% | +4,789.7% | -4,516.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling