-3.9%
WBD vs SIMO
+660.6%
-664.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | -0.2% |
| 7D | +1.0% | +15.6% | -14.6% | -2.2% |
| 30D | -0.7% | +107.2% | -108.0% | -18.0% |
| 3M | -2.7% | +87.6% | -90.3% | -18.0% |
| 6M | +18.2% | +184.4% | -166.3% | -11.7% |
| YTD | -5.5% | +184.3% | -189.8% | -29.2% |
| 1Y | +200.3% | +398.4% | -198.1% | +92.9% |
| 3Y | +120.0% | +418.4% | -298.4% | +35.2% |
| 5Y | -25.9% | +347.2% | -373.1% | -54.2% |
| All | -3.9% | +660.6% | -664.5% | -50.9% |
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