+1,001.4%
WAT vs SIMO
+3,332.4%
-2,331.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.2% |
| 7D | -1.3% | +4.2% | -5.5% | -1.9% |
| 30D | +2.3% | +4.1% | -1.7% | +1.2% |
| 3M | +8.7% | -12.9% | +21.6% | +8.9% |
| 6M | +28.3% | +110.3% | -82.0% | +10.4% |
| YTD | +7.8% | +178.6% | -170.8% | -12.1% |
| 1Y | +36.6% | +220.0% | -183.4% | +8.5% |
| 3Y | +45.7% | +409.0% | -363.4% | +5.8% |
| 5Y | -3.3% | +277.3% | -280.6% | -28.6% |
| 10Y | +162.1% | +506.6% | -344.5% | +71.9% |
| All | +1,001.4% | +3,332.4% | -2,331.0% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling