+234.8%
WAT vs SIMO
+434.7%
-199.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.4% |
| 7D | +6.0% | -8.5% | +14.5% | +7.1% |
| 30D | +9.9% | -34.8% | +44.7% | +15.6% |
| 3M | +17.2% | -32.8% | +50.0% | +21.6% |
| 6M | +34.2% | -32.0% | +66.3% | +36.5% |
| YTD | +25.5% | +87.0% | -61.5% | +4.2% |
| 1Y | +28.3% | +86.1% | -57.8% | +6.5% |
| 3Y | +88.4% | +226.4% | -138.0% | +35.8% |
| 5Y | +36.1% | +172.1% | -136.0% | -2.3% |
| 10Y | +234.8% | +408.0% | -173.2% | +91.9% |
| All | +234.8% | +434.7% | -199.9% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling