+110.3%
SIMO vs WSM
+13.6%
+96.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +8.7% |
| 7D | +4.2% | -3.3% | +7.5% | +4.0% |
| 30D | +4.1% | -8.4% | +12.5% | +3.5% |
| 3M | -12.9% | +9.7% | -22.5% | -13.2% |
| 6M | +110.3% | +16.7% | +93.7% | +113.7% |
| All | +110.3% | +13.6% | +96.8% | +113.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling