+653.4%
WDC vs SIMO
+436.4%
+217.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +7.1% |
| 7D | -14.4% | -8.2% | -6.2% | -10.4% |
| 30D | -27.1% | -34.6% | +7.6% | -11.0% |
| 3M | -33.3% | -32.6% | -0.6% | -21.3% |
| 6M | -39.6% | -31.8% | -7.8% | -29.1% |
| YTD | +68.4% | +87.6% | -19.2% | +16.6% |
| 1Y | +78.2% | +86.7% | -8.5% | +23.9% |
| 3Y | +772.0% | +227.4% | +544.6% | +356.4% |
| 5Y | +584.9% | +173.0% | +411.9% | +253.1% |
| 10Y | +653.4% | +409.6% | +243.8% | +158.4% |
| All | +653.4% | +436.4% | +217.1% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling