+116.1%
WM vs SITM
+4,507.3%
-4,391.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.5% |
| 7D | -0.9% | +8.4% | -9.3% | -1.2% |
| 30D | -4.3% | -17.4% | +13.1% | -3.8% |
| 3M | +0.8% | -9.8% | +10.6% | +0.7% |
| 6M | -10.8% | +83.0% | -93.7% | -13.8% |
| YTD | -0.1% | +69.6% | -69.6% | -3.4% |
| 1Y | +1.0% | +144.9% | -143.9% | -4.5% |
| 3Y | +45.1% | +429.9% | -384.8% | +27.8% |
| 5Y | +52.1% | +169.2% | -117.1% | +33.7% |
| All | +116.1% | +4,507.3% | -4,391.2% | +33.1% |
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 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