+16.1%
WBD vs SIMO
+343.2%
-327.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +205.6% | -169.0% | -4.4% |
| 7D | +36.5% | +205.6% | -169.0% | -4.4% |
| 30D | +36.5% | +205.6% | -169.0% | -4.4% |
| 3M | +36.5% | +205.6% | -169.0% | -4.4% |
| 6M | +36.5% | +205.6% | -169.0% | -4.4% |
| YTD | +36.5% | +205.6% | -169.0% | -4.4% |
| 1Y | +63.0% | +189.7% | -126.7% | +15.5% |
| 3Y | +206.7% | +468.4% | -261.6% | +72.2% |
| All | +16.1% | +343.2% | -327.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling