+113.2%
WDC vs SITM
+47.5%
+65.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.4% | +2.6% | -3.4% |
| 7D | -18.3% | -19.5% | +1.2% | -11.8% |
| 30D | -26.7% | -43.2% | +16.5% | -11.5% |
| 3M | -40.9% | -30.8% | -10.1% | -35.1% |
| 6M | -26.8% | -28.6% | +1.8% | -20.1% |
| YTD | +88.2% | +14.2% | +74.0% | +71.6% |
| 1Y | +113.2% | +44.4% | +68.8% | +87.0% |
| All | +113.2% | +47.5% | +65.7% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling