+298.2%
WBD vs SIMO
+3,365.1%
-3,066.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.0% |
| 7D | -1.8% | +4.2% | -6.0% | -2.7% |
| 30D | +8.8% | +4.1% | +4.7% | +7.2% |
| 3M | +4.6% | -12.9% | +17.5% | +4.7% |
| 6M | +1.1% | +110.3% | -109.3% | -17.1% |
| YTD | -2.0% | +178.6% | -180.6% | -24.8% |
| 1Y | +140.0% | +220.0% | -80.0% | +78.5% |
| 3Y | +144.4% | +409.0% | -264.7% | +63.7% |
| 5Y | -0.2% | +277.3% | -277.5% | -31.4% |
| 10Y | +9.1% | +506.6% | -497.5% | -35.2% |
| All | +298.2% | +3,365.1% | -3,066.9% | +26.1% |
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