+3,228.7%
SIMO vs WPM
+5,967.5%
-2,738.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +8.9% |
| 7D | +4.2% | +1.1% | +3.2% | +3.9% |
| 30D | +4.1% | +26.4% | -22.3% | -1.2% |
| 3M | -12.9% | +20.8% | -33.7% | -16.6% |
| 6M | +110.3% | +1.1% | +109.2% | +107.4% |
| YTD | +178.6% | +32.5% | +146.1% | +158.5% |
| 1Y | +220.0% | +51.5% | +168.5% | +187.8% |
| 3Y | +409.0% | +267.0% | +142.0% | +276.1% |
| 5Y | +277.3% | +250.1% | +27.2% | +174.9% |
| 10Y | +506.6% | +540.4% | -33.7% | +260.5% |
| All | +3,228.7% | +5,967.5% | -2,738.8% | +962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling