+1,236.0%
WDC vs SITM
+4,507.3%
-3,271.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.3% | +2.7% |
| 7D | +6.0% | +8.4% | -2.4% | +3.8% |
| 30D | +9.9% | -17.4% | +27.4% | +15.5% |
| 3M | -9.4% | -9.8% | +0.4% | -8.3% |
| 6M | +94.7% | +83.0% | +11.8% | +62.5% |
| YTD | +177.4% | +69.6% | +107.8% | +133.6% |
| 1Y | +412.6% | +144.9% | +267.7% | +288.1% |
| 3Y | +1,359.8% | +429.9% | +929.9% | +741.8% |
| 5Y | +992.6% | +169.2% | +823.4% | +555.9% |
| All | +1,236.0% | +4,507.3% | -3,271.3% | +334.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling