+143.5%
WBD vs SITM
+423.6%
-280.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -0.6% | +4.8% | -5.4% | -1.5% |
| 30D | +4.2% | -9.7% | +13.9% | +5.6% |
| 3M | +7.5% | -9.3% | +16.8% | +7.1% |
| 6M | +1.6% | +69.5% | -67.9% | -13.3% |
| YTD | -2.2% | +70.5% | -72.7% | -17.9% |
| 1Y | +124.9% | +145.3% | -20.4% | +68.9% |
| All | +143.5% | +423.6% | -280.1% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling