+1,394.6%
WDC vs SITM
+412.8%
+981.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.5% |
| 7D | +7.5% | +3.7% | +3.8% | +6.3% |
| 30D | +10.1% | -14.5% | +24.6% | +15.4% |
| 3M | -6.8% | -10.6% | +3.7% | -5.3% |
| 6M | +84.1% | +65.5% | +18.6% | +54.2% |
| YTD | +180.3% | +67.0% | +113.2% | +131.6% |
| 1Y | +411.1% | +138.6% | +272.5% | +276.3% |
| All | +1,394.6% | +412.8% | +981.8% | +753.6% |
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