+30.8%
WAT vs SIMO
+154.7%
-123.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.6% |
| 7D | -1.1% | -22.0% | +20.9% | +0.9% |
| 30D | +5.0% | -43.0% | +48.0% | +9.8% |
| 3M | +14.5% | -39.1% | +53.6% | +18.4% |
| 6M | +30.9% | -33.3% | +64.2% | +32.6% |
| YTD | +20.5% | +77.0% | -56.5% | +5.3% |
| 1Y | +23.3% | +73.0% | -49.7% | +8.0% |
| 3Y | +81.5% | +215.7% | -134.2% | +40.1% |
| All | +30.8% | +154.7% | -123.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling