+209.8%
SIMO vs WST
+16.9%
+192.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.9% |
| 7D | -21.7% | -3.1% | -18.6% | -21.3% |
| 30D | -42.9% | +9.1% | -52.0% | -43.5% |
| 3M | -38.9% | +14.7% | -53.6% | -40.1% |
| 6M | -33.1% | +28.0% | -61.1% | -35.5% |
| YTD | +77.5% | +45.6% | +31.9% | +67.3% |
| 1Y | +73.6% | +45.7% | +27.9% | +63.5% |
| All | +209.8% | +16.9% | +192.9% | +184.3% |
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 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