+152.6%
WAT vs SIMO
+515.6%
-363.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.4% |
| 7D | -0.7% | +14.6% | -15.3% | -2.7% |
| 30D | -1.0% | +6.2% | -7.2% | -2.3% |
| 3M | +10.9% | +3.6% | +7.3% | +8.4% |
| 6M | +33.2% | +130.8% | -97.6% | +11.4% |
| YTD | +6.1% | +195.8% | -189.7% | -16.4% |
| 1Y | +30.2% | +225.0% | -194.8% | +0.1% |
| 3Y | +52.9% | +452.3% | -399.4% | +3.1% |
| 5Y | -5.1% | +303.6% | -308.7% | -34.5% |
| 10Y | +152.6% | +528.8% | -376.2% | +46.2% |
| All | +152.6% | +515.6% | -363.0% | +46.2% |
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