-12.9%
WBD vs SIMO
+170.1%
-183.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.6% |
| 7D | +1.0% | -4.5% | +5.5% | +2.1% |
| 30D | +26.7% | -0.2% | +26.9% | +26.2% |
| 3M | +91.1% | +25.8% | +65.4% | +79.3% |
| 6M | +164.8% | +78.5% | +86.4% | +126.4% |
| YTD | +114.5% | +77.8% | +36.7% | +83.0% |
| 1Y | +141.9% | +73.0% | +69.0% | +107.3% |
| 3Y | +120.7% | +67.7% | +53.1% | +85.3% |
| 5Y | +8.3% | +181.1% | -172.8% | -23.5% |
| All | -12.9% | +170.1% | -183.0% | -41.0% |
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