+2,134.8%
SIMO vs WPM
+5,535.3%
-3,400.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.5% |
| 7D | -8.5% | +20.8% | -29.3% | -12.3% |
| 30D | -34.8% | +3.8% | -38.6% | -35.4% |
| 3M | -32.8% | +7.4% | -40.2% | -34.1% |
| 6M | -32.0% | +4.0% | -36.0% | -33.0% |
| YTD | +87.0% | +23.0% | +64.0% | +76.1% |
| 1Y | +86.1% | +45.9% | +40.1% | +69.0% |
| 3Y | +226.4% | +242.9% | -16.5% | +144.7% |
| 5Y | +172.1% | +259.5% | -87.4% | +97.2% |
| 10Y | +408.0% | +577.7% | -169.7% | +198.4% |
| All | +2,134.8% | +5,535.3% | -3,400.5% | +623.3% |
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