+409.6%
SIMO vs WPM
+553.6%
-144.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.9% |
| 7D | -8.2% | +20.8% | -29.0% | -10.8% |
| 30D | -34.6% | +3.8% | -38.4% | -35.0% |
| 3M | -32.6% | +7.4% | -40.0% | -33.4% |
| 6M | -31.8% | +4.0% | -35.8% | -32.6% |
| YTD | +87.6% | +23.0% | +64.6% | +80.9% |
| 1Y | +86.7% | +45.9% | +40.7% | +76.3% |
| 3Y | +227.4% | +242.9% | -15.5% | +179.7% |
| 5Y | +173.0% | +259.5% | -86.5% | +129.5% |
| 10Y | +409.6% | +577.7% | -168.1% | +310.4% |
| All | +409.6% | +553.6% | -144.0% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling