+227.4%
SIMO vs WSM
+264.9%
-37.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.0% |
| 7D | -8.2% | +0.9% | -9.0% | -8.4% |
| 30D | -34.6% | +8.6% | -43.2% | -36.1% |
| 3M | -32.6% | +4.2% | -36.9% | -33.6% |
| 6M | -31.8% | +44.6% | -76.4% | -38.4% |
| YTD | +87.6% | +48.5% | +39.1% | +66.3% |
| 1Y | +86.7% | +34.7% | +52.0% | +70.2% |
| 3Y | +227.4% | +271.0% | -43.6% | +145.1% |
| All | +227.4% | +264.9% | -37.5% | +145.1% |
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 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