+957.1%
WDC vs SITM
+176.0%
+781.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -5.0% |
| 7D | +4.4% | +4.8% | -0.4% | +2.9% |
| 30D | +5.3% | -9.7% | +15.0% | +8.5% |
| 3M | -5.9% | -9.3% | +3.4% | -5.0% |
| 6M | +73.2% | +69.5% | +3.7% | +44.4% |
| YTD | +167.8% | +70.5% | +97.3% | +120.4% |
| 1Y | +386.0% | +145.3% | +240.7% | +255.4% |
| 3Y | +1,309.7% | +432.8% | +876.9% | +656.0% |
| 5Y | +957.1% | +174.0% | +783.1% | +467.1% |
| All | +957.1% | +176.0% | +781.1% | +467.1% |
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