+409.6%
SIMO vs WWD
+494.7%
-85.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +4.0% |
| 7D | -8.2% | +4.2% | -12.3% | -9.0% |
| 30D | -34.6% | -0.8% | -33.8% | -34.1% |
| 3M | -32.6% | -8.2% | -24.4% | -30.2% |
| 6M | -31.8% | -9.8% | -22.0% | -29.1% |
| YTD | +87.6% | +10.4% | +77.2% | +82.0% |
| 1Y | +86.7% | +25.5% | +61.2% | +73.2% |
| 3Y | +227.4% | +155.8% | +71.6% | +145.4% |
| 5Y | +173.0% | +187.3% | -14.3% | +94.5% |
| 10Y | +409.6% | +462.7% | -53.1% | +187.0% |
| All | +409.6% | +494.7% | -85.1% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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