+219.0%
WAB vs SITM
+73.6%
+145.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.1% |
| 7D | +5.1% | +6.6% | -1.6% | +4.1% |
| 30D | +4.0% | -15.3% | +19.3% | +5.8% |
| 3M | +0.1% | -35.4% | +35.5% | +5.0% |
| 6M | +12.8% | -46.8% | +59.6% | +19.8% |
| YTD | +40.1% | +25.9% | +14.2% | +28.4% |
| 1Y | +46.4% | +54.0% | -7.6% | +29.8% |
| 3Y | +167.4% | +315.6% | -148.2% | +89.3% |
| All | +219.0% | +73.6% | +145.4% | +128.2% |
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