+579.5%
SIMO vs WSM
+997.3%
-417.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +14.5% | +2.6% | +11.9% | +13.9% |
| 30D | +20.4% | -9.3% | +29.7% | +23.1% |
| 3M | +7.1% | +7.1% | 0.0% | +5.1% |
| 6M | +129.2% | +21.7% | +107.5% | +117.6% |
| YTD | +201.9% | +28.7% | +173.2% | +181.8% |
| 1Y | +235.5% | +13.9% | +221.6% | +221.8% |
| 3Y | +463.8% | +232.2% | +231.7% | +315.9% |
| 5Y | +306.7% | +176.4% | +130.3% | +201.5% |
| 10Y | +579.5% | +1,072.4% | -493.0% | +235.3% |
| All | +579.5% | +997.3% | -417.9% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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