+148.4%
WBD vs SIMO
+462.5%
-314.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -1.5% |
| 7D | -0.7% | +14.6% | -15.3% | -3.0% |
| 30D | +5.0% | +6.2% | -1.2% | +3.4% |
| 3M | +6.2% | +3.6% | +2.7% | +3.2% |
| 6M | +0.6% | +130.8% | -130.2% | -23.0% |
| YTD | -2.4% | +195.8% | -198.2% | -33.8% |
| 1Y | +127.7% | +225.0% | -97.3% | +46.3% |
| 3Y | +148.4% | +452.3% | -303.9% | +11.3% |
| All | +148.4% | +462.5% | -314.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling