+2,014.6%
SIMO vs WPM
+5,236.6%
-3,222.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +3.6% |
| 7D | -22.0% | +16.9% | -38.9% | -24.9% |
| 30D | -43.0% | +2.0% | -45.0% | -43.4% |
| 3M | -39.1% | +8.9% | -48.1% | -40.5% |
| 6M | -33.3% | +1.6% | -34.9% | -33.9% |
| YTD | +77.0% | +16.5% | +60.5% | +68.4% |
| 1Y | +73.0% | +42.2% | +30.8% | +57.9% |
| 3Y | +215.7% | +213.3% | +2.4% | +141.0% |
| 5Y | +155.6% | +249.9% | -94.3% | +86.2% |
| 10Y | +388.4% | +549.4% | -161.0% | +189.2% |
| All | +2,014.6% | +5,236.6% | -3,222.0% | +592.0% |
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