+7.0%
WMT vs SITM
+174.8%
-167.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -1.0% |
| 7D | +3.9% | +9.7% | -5.8% | +4.2% |
| 30D | -4.4% | +12.7% | -17.1% | -4.0% |
| 3M | -8.8% | -13.4% | +4.6% | -8.5% |
| 6M | -15.6% | +59.6% | -75.3% | -15.7% |
| YTD | -3.2% | +73.3% | -76.5% | -2.9% |
| 1Y | +7.0% | +165.5% | -158.5% | +8.2% |
| All | +7.0% | +174.8% | -167.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling