-1.5%
WBS vs SITM
-14.2%
+12.7%
-1.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | N/A |
| 7D | -1.8% | -13.0% | +11.1% | N/A |
| All | -1.5% | -14.2% | +12.7% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1mo: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1mo analysis · Full analysis span regression · Available span rolling