+222.3%
WAB vs SITM
+176.0%
+46.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -0.2% | +4.8% | -5.0% | -0.9% |
| 30D | -5.9% | -9.7% | +3.9% | -4.8% |
| 3M | +9.4% | -9.3% | +18.7% | +9.1% |
| 6M | +13.8% | +69.5% | -55.7% | +2.2% |
| YTD | +31.8% | +70.5% | -38.8% | +17.3% |
| 1Y | +48.5% | +145.3% | -96.7% | +23.9% |
| 3Y | +167.0% | +432.8% | -265.8% | +85.9% |
| 5Y | +222.3% | +174.0% | +48.3% | +122.7% |
| All | +222.3% | +176.0% | +46.3% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling