+220.0%
SIMO vs WST
+37.6%
+182.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.9% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | +4.1% | -3.1% | +7.2% | +4.8% |
| 3M | -12.9% | +7.2% | -20.1% | -14.4% |
| 6M | +110.3% | +36.8% | +73.5% | +92.4% |
| YTD | +178.6% | +23.8% | +154.7% | +160.6% |
| 1Y | +220.0% | +37.8% | +182.2% | +173.7% |
| All | +220.0% | +37.6% | +182.4% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling