+27.3%
WAT vs SIMO
+94.5%
-67.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.8% |
| 7D | -1.9% | -16.9% | +14.9% | -1.7% |
| 30D | +6.2% | -35.4% | +41.6% | +6.6% |
| 3M | +18.1% | -31.9% | +49.9% | +18.5% |
| 6M | +54.9% | -19.3% | +74.2% | +55.8% |
| YTD | +23.1% | +98.5% | -75.4% | +19.9% |
| 1Y | +27.3% | +100.5% | -73.2% | +23.8% |
| All | +27.3% | +94.5% | -67.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling