+303.6%
SIMO vs WPM
+261.1%
+42.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +14.6% | +7.0% | +7.6% | +13.3% |
| 30D | +6.2% | +15.7% | -9.5% | +3.4% |
| 3M | +3.6% | +35.2% | -31.7% | -2.3% |
| 6M | +130.8% | +6.1% | +124.7% | +125.2% |
| YTD | +195.8% | +32.6% | +163.2% | +178.0% |
| 1Y | +225.0% | +46.9% | +178.1% | +199.9% |
| 3Y | +452.3% | +276.3% | +176.0% | +350.2% |
| 5Y | +303.6% | +260.0% | +43.6% | +216.9% |
| All | +303.6% | +261.1% | +42.5% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling