+99.0%
SIMO vs WSM
+34.6%
+64.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.6% |
| 7D | +4.1% | 0.0% | +4.1% | +4.2% |
| 30D | -24.0% | +5.1% | -29.1% | -23.7% |
| 3M | -31.8% | +5.1% | -36.9% | -31.8% |
| 6M | -36.9% | +48.6% | -85.5% | -36.7% |
| YTD | +84.8% | +44.2% | +40.6% | +81.8% |
| 1Y | +99.0% | +38.1% | +60.9% | +97.1% |
| All | +99.0% | +34.6% | +64.4% | +97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling