+3,365.1%
SIMO vs WSM
+1,724.7%
+1,640.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.1% | +6.6% | +8.1% |
| 7D | +4.2% | -3.3% | +7.5% | +5.3% |
| 30D | +4.1% | -8.4% | +12.5% | +6.8% |
| 3M | -12.9% | +9.7% | -22.5% | -15.7% |
| 6M | +110.3% | +16.7% | +93.7% | +98.8% |
| YTD | +178.6% | +28.7% | +149.9% | +154.2% |
| 1Y | +220.0% | +13.7% | +206.3% | +202.7% |
| 3Y | +409.0% | +230.1% | +178.9% | +230.9% |
| 5Y | +277.3% | +179.0% | +98.4% | +144.5% |
| 10Y | +506.6% | +1,002.5% | -495.9% | +111.6% |
| All | +3,365.1% | +1,724.7% | +1,640.4% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling