+26.6%
WAT vs SIMO
+80.3%
-53.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +4.0% |
| 7D | +6.0% | -8.5% | +14.5% | +6.2% |
| 30D | +9.9% | -34.8% | +44.7% | +10.3% |
| 3M | +17.2% | -32.8% | +50.0% | +17.6% |
| 6M | +34.2% | -32.0% | +66.3% | +35.1% |
| YTD | +25.5% | +87.0% | -61.5% | +22.9% |
| All | +26.6% | +80.3% | -53.7% | +24.2% |
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 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