+336.3%
WBD vs SIMO
+3,719.9%
-3,383.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +11.6% | +2.6% | +11.9% |
| 7D | +14.2% | +11.6% | +2.6% | +11.9% |
| 30D | +14.2% | +11.6% | +2.6% | +11.9% |
| 3M | +14.2% | +11.6% | +2.6% | +11.9% |
| 6M | +13.3% | +149.0% | -135.7% | -7.1% |
| YTD | +7.4% | +207.1% | -199.7% | -16.6% |
| 1Y | +63.0% | +189.7% | -126.7% | +27.6% |
| 3Y | +206.7% | +468.4% | -261.6% | +107.8% |
| 5Y | +18.4% | +356.5% | -338.1% | -19.0% |
| 10Y | +11.8% | +591.5% | -579.7% | -33.1% |
| All | +336.3% | +3,719.9% | -3,383.7% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling