+33.2%
WAT vs SITM
+73.6%
-40.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.2% |
| 7D | +0.6% | +6.6% | -6.0% | -0.3% |
| 30D | +5.4% | -15.3% | +20.7% | +7.0% |
| 3M | +11.3% | -35.4% | +46.7% | +15.9% |
| 6M | +37.4% | -46.8% | +84.2% | +44.7% |
| YTD | +21.2% | +25.9% | -4.7% | +11.4% |
| 1Y | +21.3% | +54.0% | -32.7% | +8.1% |
| 3Y | +83.4% | +315.6% | -232.2% | +29.8% |
| All | +33.2% | +73.6% | -40.5% | -2.3% |
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