+135.8%
WM vs SITM
+3,415.8%
-3,280.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.5% | -0.1% |
| 7D | -0.5% | +9.4% | -9.8% | -0.8% |
| 30D | +13.3% | -25.4% | +38.7% | +14.1% |
| 3M | +4.4% | -37.0% | +41.4% | +5.5% |
| 6M | +10.8% | -45.1% | +56.0% | +12.2% |
| YTD | +9.1% | +29.4% | -20.3% | +5.9% |
| 1Y | +19.1% | +39.8% | -20.7% | +15.2% |
| 3Y | +45.7% | +328.2% | -282.6% | +28.7% |
| 5Y | +60.4% | +87.4% | -26.9% | +43.5% |
| All | +135.8% | +3,415.8% | -3,280.0% | +45.9% |
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