+48.7%
WM vs SITM
+318.4%
-269.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | -0.3% |
| 7D | +3.2% | +6.6% | -3.4% | +3.4% |
| 30D | +13.0% | -15.3% | +28.3% | +12.8% |
| 3M | +9.2% | -35.4% | +44.6% | +8.6% |
| 6M | +13.6% | -46.8% | +60.4% | +13.2% |
| YTD | +12.4% | +25.9% | -13.5% | +12.3% |
| 1Y | +21.2% | +54.0% | -32.8% | +21.1% |
| 3Y | +48.7% | +315.6% | -266.9% | +45.8% |
| All | +48.7% | +318.4% | -269.7% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling