+374.9%
WMB vs SITM
+4,608.4%
-4,233.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.5% |
| 7D | +0.6% | +9.7% | -9.2% | -0.4% |
| 30D | +3.3% | +12.7% | -9.4% | +1.3% |
| 3M | +3.1% | -13.4% | +16.6% | +3.3% |
| 6M | -0.7% | +59.6% | -60.3% | -8.2% |
| YTD | +25.2% | +73.3% | -48.1% | +14.0% |
| 1Y | +32.9% | +165.5% | -132.7% | +13.9% |
| 3Y | +140.6% | +368.7% | -228.2% | +82.3% |
| 5Y | +273.5% | +172.5% | +101.0% | +178.5% |
| All | +374.9% | +4,608.4% | -4,233.5% | +83.2% |
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