+434.6%
SIMO vs WST
+452.9%
-18.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | -25.4% | +12.4% | -37.8% | -27.3% |
| 3M | -17.8% | +17.6% | -35.3% | -20.9% |
| 6M | -29.6% | +28.3% | -57.8% | -33.8% |
| YTD | +100.3% | +50.5% | +49.8% | +80.0% |
| 1Y | +100.4% | +49.4% | +51.0% | +80.2% |
| 3Y | +246.1% | +21.9% | +224.2% | +206.8% |
| 5Y | +189.8% | +0.4% | +189.4% | +168.6% |
| 10Y | +434.6% | +451.5% | -16.9% | +167.3% |
| All | +434.6% | +452.9% | -18.3% | +167.3% |
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