+292.4%
WAB vs SITM
+3,319.5%
-3,027.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.7% |
| YTD | +40.1% | +25.9% | +14.2% | +28.9% |
| 1Y | +46.4% | +54.0% | -7.6% | +30.5% |
| 3Y | +167.4% | +315.6% | -148.2% | +92.3% |
| 5Y | +215.0% | +74.4% | +140.6% | +136.8% |
| All | +292.4% | +3,319.5% | -3,027.1% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling