+117.3%
WM vs SITM
+4,608.4%
-4,491.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.8% | -1.4% |
| 7D | -0.3% | +9.7% | -10.0% | -0.6% |
| 30D | -2.4% | +12.7% | -15.1% | -2.9% |
| 3M | +0.4% | -13.4% | +13.8% | +0.5% |
| 6M | -9.5% | +59.6% | -69.1% | -12.1% |
| YTD | +0.5% | +73.3% | -72.8% | -3.0% |
| 1Y | -1.1% | +165.5% | -166.6% | -6.8% |
| 3Y | +46.0% | +368.7% | -322.7% | +29.7% |
| 5Y | +51.8% | +172.5% | -120.7% | +33.5% |
| All | +117.3% | +4,608.4% | -4,491.1% | +33.7% |
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