+388.8%
SIMO vs WST
+456.5%
-67.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.9% |
| 7D | +4.1% | +4.2% | -0.1% | +3.1% |
| 30D | -24.0% | +11.2% | -35.2% | -25.7% |
| 3M | -31.8% | +20.4% | -52.1% | -34.7% |
| 6M | -36.9% | +37.9% | -74.8% | -41.8% |
| YTD | +84.8% | +51.8% | +33.0% | +65.7% |
| 1Y | +99.0% | +56.6% | +42.4% | +76.8% |
| 3Y | +217.9% | +24.2% | +193.7% | +180.2% |
| 5Y | +171.5% | +0.7% | +170.8% | +151.5% |
| All | +388.8% | +456.5% | -67.8% | +141.7% |
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 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