+146.5%
SIMO vs WWD
+161.2%
-14.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.0% | -8.4% | -11.9% |
| 7D | -31.4% | -2.6% | -28.8% | -30.4% |
| 30D | -45.2% | -7.7% | -37.4% | -42.9% |
| 3M | -36.5% | -17.7% | -18.8% | -30.8% |
| 6M | -34.2% | -15.9% | -18.3% | -29.0% |
| YTD | +69.9% | +1.8% | +68.1% | +69.2% |
| 1Y | +60.4% | +17.4% | +43.0% | +50.2% |
| 3Y | +203.1% | +137.1% | +66.0% | +124.1% |
| All | +146.5% | +161.2% | -14.7% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling