+434.6%
SIMO vs WWD
+468.3%
-33.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.3% | +8.2% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | -25.4% | +1.8% | -27.2% | -25.4% |
| 3M | -17.8% | -5.0% | -12.8% | -15.7% |
| 6M | -29.6% | -8.4% | -21.2% | -27.1% |
| YTD | +100.3% | +12.3% | +88.0% | +93.2% |
| 1Y | +100.4% | +26.2% | +74.1% | +85.6% |
| 3Y | +246.1% | +154.6% | +91.5% | +159.5% |
| 5Y | +189.8% | +195.3% | -5.5% | +104.8% |
| 10Y | +434.6% | +466.3% | -31.7% | +199.4% |
| All | +434.6% | +468.3% | -33.7% | +199.4% |
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