+29.5%
WAT vs SIMO
+184.2%
-154.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.6% |
| 7D | +2.0% | +14.9% | -12.9% | +0.7% |
| 30D | +7.7% | -27.0% | +34.7% | +10.2% |
| 3M | +11.1% | -25.4% | +36.4% | +12.9% |
| 6M | +31.2% | -30.3% | +61.5% | +32.5% |
| YTD | +21.7% | +95.8% | -74.1% | +5.3% |
| 1Y | +19.3% | +100.0% | -80.7% | +2.7% |
| 3Y | +80.6% | +238.3% | -157.7% | +38.4% |
| 5Y | +29.5% | +187.6% | -158.0% | -0.7% |
| All | +29.5% | +184.2% | -154.7% | -0.7% |
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