+415.5%
SIMO vs WST
-15.6%
+431.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.8% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | +4.1% | -3.1% | +7.2% | +4.6% |
| 3M | -12.9% | +7.2% | -20.1% | -13.9% |
| 6M | +110.3% | +36.8% | +73.5% | +99.9% |
| YTD | +178.6% | +23.8% | +154.7% | +168.1% |
| 1Y | +220.0% | +37.8% | +182.2% | +203.0% |
| All | +415.5% | -15.6% | +431.1% | +401.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling