+303.6%
SIMO vs WSM
+189.5%
+114.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | +14.6% | +2.6% | +12.0% | +14.0% |
| 30D | +6.2% | -9.5% | +15.7% | +8.7% |
| 3M | +3.6% | +12.9% | -9.3% | +0.1% |
| 6M | +130.8% | +23.0% | +107.7% | +117.7% |
| YTD | +195.8% | +28.9% | +166.9% | +174.4% |
| 1Y | +225.0% | +13.7% | +211.3% | +210.9% |
| 3Y | +452.3% | +232.6% | +219.7% | +304.4% |
| 5Y | +303.6% | +185.9% | +117.7% | +199.2% |
| All | +303.6% | +189.5% | +114.1% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling