+2,335.3%
SIMO vs WSM
+1,915.0%
+420.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -0.9% |
| 7D | +14.9% | -3.2% | +18.0% | +16.0% |
| 30D | -27.0% | +4.6% | -31.6% | -28.4% |
| 3M | -25.4% | +2.4% | -27.8% | -26.3% |
| 6M | -30.3% | +43.7% | -73.9% | -38.2% |
| YTD | +95.8% | +42.1% | +53.7% | +72.4% |
| 1Y | +100.0% | +32.3% | +67.8% | +79.9% |
| 3Y | +238.3% | +253.0% | -14.8% | +115.1% |
| 5Y | +187.6% | +161.3% | +26.3% | +90.5% |
| 10Y | +422.5% | +1,105.9% | -683.4% | +76.8% |
| All | +2,335.3% | +1,915.0% | +420.3% | +356.9% |
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