+384.8%
SIMO vs WST
+441.1%
-56.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.7% |
| 7D | -22.0% | -3.1% | -18.9% | -21.3% |
| 30D | -43.0% | +9.1% | -52.1% | -44.1% |
| 3M | -39.1% | +14.7% | -53.8% | -41.1% |
| 6M | -33.3% | +28.0% | -61.3% | -37.3% |
| YTD | +77.0% | +45.6% | +31.3% | +60.2% |
| 1Y | +73.0% | +45.7% | +27.4% | +56.6% |
| 3Y | +215.7% | +21.1% | +194.6% | +179.4% |
| 5Y | +155.6% | +0.3% | +155.3% | +136.1% |
| All | +384.8% | +441.1% | -56.3% | +146.0% |
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