+388.8%
SIMO vs WU
-38.9%
+427.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.8% |
| 7D | +4.1% | -2.0% | +6.1% | +4.4% |
| 30D | -24.0% | +11.4% | -35.4% | -26.2% |
| 3M | -31.8% | -6.8% | -24.9% | -31.3% |
| 6M | -36.9% | -14.6% | -22.3% | -36.0% |
| YTD | +84.8% | -20.6% | +105.5% | +89.9% |
| 1Y | +99.0% | -15.4% | +114.4% | +100.5% |
| 3Y | +217.9% | -23.6% | +241.6% | +223.0% |
| 5Y | +171.5% | -43.4% | +214.8% | +196.7% |
| All | +388.8% | -38.9% | +427.7% | +412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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