+407.5%
SIMO vs WST
+446.4%
-38.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -16.0% | +1.4% | -17.4% | -16.2% |
| 30D | -35.8% | +12.7% | -48.5% | -37.4% |
| 3M | -26.5% | +17.2% | -43.6% | -29.2% |
| 6M | -33.0% | +26.7% | -59.7% | -36.9% |
| YTD | +84.3% | +50.3% | +34.1% | +65.7% |
| 1Y | +82.0% | +50.2% | +31.7% | +63.4% |
| 3Y | +218.5% | +21.7% | +196.8% | +182.4% |
| 5Y | +175.0% | +2.0% | +173.0% | +153.4% |
| 10Y | +407.5% | +451.1% | -43.6% | +155.6% |
| All | +407.5% | +446.4% | -38.9% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling