+419.3%
SIMO vs WSM
+238.8%
+180.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +8.2% |
| 7D | +4.2% | -3.3% | +7.5% | +5.1% |
| 30D | +4.1% | -8.4% | +12.5% | +6.2% |
| 3M | -12.9% | +9.7% | -22.5% | -15.3% |
| 6M | +110.3% | +16.7% | +93.7% | +100.6% |
| YTD | +178.6% | +28.7% | +149.9% | +157.0% |
| 1Y | +220.0% | +13.7% | +206.3% | +205.3% |
| All | +419.3% | +238.8% | +180.6% | +298.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling