-12.4%
WBD vs SITM
+4,789.7%
-4,802.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.4% |
| 7D | -0.7% | +3.9% | -4.6% | -1.3% |
| 30D | +1.4% | -6.6% | +8.0% | +2.0% |
| 3M | +4.4% | -11.9% | +16.3% | +4.6% |
| 6M | +0.8% | +81.1% | -80.3% | -11.1% |
| YTD | -2.7% | +80.0% | -82.7% | -15.0% |
| 1Y | +73.4% | +145.8% | -72.4% | +42.0% |
| 3Y | +142.1% | +475.9% | -333.7% | +66.0% |
| 5Y | +7.2% | +189.2% | -182.0% | -25.4% |
| All | -12.4% | +4,789.7% | -4,802.1% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling