+928.6%
WDC vs SIMO
+269.6%
+659.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.7% | -2.8% | +2.1% |
| 7D | +1.7% | +4.2% | -2.5% | -0.2% |
| 30D | -10.0% | +4.1% | -14.0% | -12.6% |
| 3M | -18.8% | -12.9% | -5.9% | -14.1% |
| 6M | +79.0% | +110.3% | -31.3% | +29.0% |
| YTD | +171.6% | +178.6% | -7.0% | +72.1% |
| 1Y | +417.4% | +220.0% | +197.4% | +210.1% |
| 3Y | +1,251.8% | +409.0% | +842.8% | +577.2% |
| All | +928.6% | +269.6% | +659.0% | +464.1% |
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 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