+100.0%
SIMO vs WU
-16.8%
+116.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.7% |
| 7D | +14.9% | -5.3% | +20.1% | +13.0% |
| 30D | -27.0% | +9.0% | -36.0% | -24.9% |
| 3M | -25.4% | -3.6% | -21.8% | -24.4% |
| 6M | -30.3% | -19.4% | -10.9% | -31.3% |
| YTD | +95.8% | -21.7% | +117.5% | +89.1% |
| 1Y | +100.0% | -16.1% | +116.2% | +86.7% |
| All | +100.0% | -16.8% | +116.8% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling