+215.7%
SIMO vs WU
-21.7%
+237.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.1% |
| 7D | -22.0% | +11.7% | -33.7% | -21.8% |
| 30D | -43.0% | +12.6% | -55.6% | -43.0% |
| 3M | -39.1% | -0.5% | -38.6% | -38.7% |
| 6M | -33.3% | -18.2% | -15.1% | -31.9% |
| YTD | +77.0% | -19.0% | +96.0% | +79.9% |
| 1Y | +73.0% | -16.7% | +89.7% | +74.3% |
| 3Y | +215.7% | -21.0% | +236.7% | +216.1% |
| All | +215.7% | -21.7% | +237.4% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling