+231.8%
WAT vs SIMO
+395.4%
-163.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +3.4% | -16.0% | +19.4% | +5.6% |
| 30D | +9.6% | -35.8% | +45.4% | +15.5% |
| 3M | +15.5% | -26.5% | +42.0% | +18.5% |
| 6M | +33.9% | -33.0% | +66.9% | +36.5% |
| YTD | +25.2% | +84.3% | -59.2% | +4.2% |
| 1Y | +26.3% | +82.0% | -55.7% | +5.2% |
| 3Y | +85.8% | +218.5% | -132.7% | +34.5% |
| 5Y | +35.3% | +175.0% | -139.7% | -3.3% |
| 10Y | +231.8% | +407.5% | -175.7% | +90.5% |
| All | +231.8% | +395.4% | -163.6% | +90.5% |
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