+18.0%
WBD vs SIMO
+165.3%
-147.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.1% |
| 7D | +0.5% | +8.4% | -7.8% | +0.3% |
| 30D | -1.6% | +108.7% | -110.3% | -3.9% |
| 3M | -0.9% | +99.2% | -100.1% | -3.3% |
| YTD | -5.9% | +175.2% | -181.1% | -10.6% |
| All | +18.0% | +165.3% | -147.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling