+2,013.4%
SIMO vs WST
+3,225.4%
-1,211.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.0% | -10.4% | -13.0% |
| 7D | -31.4% | -5.8% | -25.6% | -29.8% |
| 30D | -45.2% | +5.3% | -50.5% | -46.0% |
| 3M | -36.5% | +11.8% | -48.3% | -38.9% |
| 6M | -34.2% | +26.7% | -60.9% | -39.7% |
| YTD | +69.9% | +43.0% | +26.9% | +48.2% |
| 1Y | +60.4% | +38.9% | +21.6% | +41.2% |
| 3Y | +203.1% | +18.2% | +185.0% | +155.7% |
| 5Y | +145.4% | -1.5% | +147.0% | +115.5% |
| 10Y | +368.9% | +439.0% | -70.1% | +77.8% |
| All | +2,013.4% | +3,225.4% | -1,211.9% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling