+167.4%
WAB vs SITM
+318.4%
-151.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.2% |
| 7D | +5.1% | +6.6% | -1.6% | +4.2% |
| 30D | +4.0% | -15.3% | +19.3% | +5.6% |
| 3M | +0.1% | -35.4% | +35.5% | +4.4% |
| 6M | +12.8% | -46.8% | +59.6% | +19.2% |
| YTD | +40.1% | +25.9% | +14.2% | +29.0% |
| 1Y | +46.4% | +54.0% | -7.6% | +30.7% |
| 3Y | +167.4% | +315.6% | -148.2% | +99.6% |
| All | +167.4% | +318.4% | -151.0% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling