+3,365.1%
SIMO vs WST
+2,780.5%
+584.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +4.2% | +0.7% | +3.5% | +4.0% |
| 30D | +4.1% | -3.1% | +7.2% | +5.2% |
| 3M | -12.9% | +7.2% | -20.1% | -15.3% |
| 6M | +110.3% | +36.8% | +73.5% | +86.7% |
| YTD | +178.6% | +23.8% | +154.7% | +155.3% |
| 1Y | +220.0% | +37.8% | +182.2% | +181.0% |
| 3Y | +409.0% | -15.9% | +424.9% | +388.7% |
| 5Y | +277.3% | -25.8% | +303.1% | +269.1% |
| 10Y | +506.6% | +319.6% | +187.0% | +153.6% |
| All | +3,365.1% | +2,780.5% | +584.6% | +482.8% |
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