+2,391.6%
SIMO vs WWD
+2,664.6%
-273.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.3% | +8.1% |
| 7D | +0.9% | +3.7% | -2.8% | -0.2% |
| 30D | -25.4% | +1.8% | -27.2% | -25.4% |
| 3M | -17.8% | -5.0% | -12.8% | -15.2% |
| 6M | -29.6% | -8.4% | -21.2% | -26.6% |
| YTD | +100.3% | +12.3% | +88.0% | +90.6% |
| 1Y | +100.4% | +26.2% | +74.1% | +80.8% |
| 3Y | +246.1% | +154.6% | +91.5% | +133.5% |
| 5Y | +189.8% | +195.3% | -5.5% | +78.5% |
| 10Y | +434.6% | +466.3% | -31.7% | +118.3% |
| All | +2,391.6% | +2,664.6% | -273.1% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling