+407.5%
SIMO vs WSM
+1,226.6%
-819.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -16.0% | +3.1% | -19.1% | -16.6% |
| 30D | -35.8% | +8.5% | -44.3% | -37.1% |
| 3M | -26.5% | +4.6% | -31.1% | -27.5% |
| 6M | -33.0% | +44.5% | -77.6% | -38.9% |
| YTD | +84.3% | +48.4% | +35.9% | +65.9% |
| 1Y | +82.0% | +36.2% | +45.8% | +67.0% |
| 3Y | +218.5% | +268.8% | -50.3% | +128.6% |
| 5Y | +175.0% | +185.2% | -10.2% | +101.6% |
| 10Y | +407.5% | +1,175.8% | -768.3% | +143.6% |
| All | +407.5% | +1,226.6% | -819.1% | +143.6% |
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