+143.5%
WMB vs SITM
+421.0%
-277.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.3% |
| 7D | +0.6% | +9.7% | -9.2% | -0.1% |
| 30D | +3.3% | +12.7% | -9.4% | +2.0% |
| 3M | +3.1% | -13.4% | +16.6% | +3.3% |
| 6M | -0.7% | +59.6% | -60.3% | -6.1% |
| YTD | +25.2% | +73.3% | -48.1% | +17.1% |
| 1Y | +32.9% | +165.5% | -132.7% | +18.7% |
| All | +143.5% | +421.0% | -277.5% | +99.0% |
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