+270.1%
SIMO vs WU
-50.7%
+320.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.8% |
| 7D | +4.2% | -0.8% | +5.1% | +4.3% |
| 30D | +4.1% | -1.1% | +5.2% | +4.2% |
| 3M | -12.9% | -3.9% | -9.0% | -13.5% |
| 6M | +110.3% | -20.7% | +131.0% | +115.0% |
| YTD | +178.6% | -18.4% | +196.9% | +182.7% |
| 1Y | +220.0% | -8.1% | +228.1% | +216.0% |
| 3Y | +409.0% | -24.2% | +433.2% | +414.1% |
| All | +270.1% | -50.7% | +320.7% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling