+3.6%
WBD vs SITM
+187.3%
-183.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.6% |
| 7D | -0.7% | +3.9% | -4.6% | -1.5% |
| 30D | +1.4% | -6.6% | +8.0% | +2.2% |
| 3M | +4.4% | -11.9% | +16.3% | +4.6% |
| 6M | +0.8% | +81.1% | -80.3% | -15.0% |
| YTD | -2.7% | +80.0% | -82.7% | -19.0% |
| 1Y | +73.4% | +145.8% | -72.4% | +31.8% |
| 3Y | +142.1% | +475.9% | -333.7% | +40.7% |
| All | +3.6% | +187.3% | -183.7% | -42.1% |
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 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