+101.9%
WMT vs SITM
+452.7%
-350.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.2% |
| 7D | 0.0% | +3.9% | -3.8% | -0.1% |
| 30D | -7.4% | -6.6% | -0.8% | -7.3% |
| 3M | -10.9% | -11.9% | +1.0% | -10.7% |
| 6M | -12.7% | +81.1% | -93.8% | -15.0% |
| YTD | -3.2% | +80.0% | -83.2% | -6.0% |
| 1Y | +5.3% | +145.8% | -140.6% | +0.6% |
| 3Y | +101.9% | +475.9% | -374.0% | +82.6% |
| All | +101.9% | +452.7% | -350.8% | +82.6% |
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