+13.7%
WBD vs SIMO
+548.4%
-534.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -1.7% | +14.5% | -16.2% | -4.4% |
| 30D | +3.9% | +20.4% | -16.5% | -0.4% |
| 3M | +5.1% | +7.1% | -2.0% | +0.9% |
| 6M | +0.6% | +129.2% | -128.7% | -21.4% |
| YTD | -3.2% | +201.9% | -205.1% | -30.4% |
| 1Y | +127.7% | +235.5% | -107.9% | +58.4% |
| 3Y | +146.6% | +463.8% | -317.3% | +47.7% |
| 5Y | +4.2% | +306.7% | -302.5% | -35.5% |
| 10Y | +13.7% | +579.5% | -565.8% | -42.0% |
| All | +13.7% | +548.4% | -534.7% | -42.0% |
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 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