+143.0%
WM vs SITM
+3,319.5%
-3,176.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | 0.0% |
| 7D | +3.2% | +6.6% | -3.4% | +3.0% |
| 30D | +13.0% | -15.3% | +28.3% | +13.4% |
| 3M | +9.2% | -35.4% | +44.6% | +10.3% |
| 6M | +13.6% | -46.8% | +60.4% | +15.1% |
| YTD | +12.4% | +25.9% | -13.5% | +9.2% |
| 1Y | +21.2% | +54.0% | -32.8% | +16.6% |
| 3Y | +48.7% | +315.6% | -266.9% | +31.4% |
| 5Y | +61.9% | +74.4% | -12.5% | +45.5% |
| All | +143.0% | +3,319.5% | -3,176.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling