+3,155.1%
WDC vs SIMO
+2,080.4%
+1,074.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.8% |
| 7D | -28.0% | -22.0% | -6.0% | -21.7% |
| 30D | -34.9% | -43.0% | +8.1% | -22.0% |
| 3M | -41.6% | -39.1% | -2.4% | -32.1% |
| 6M | -45.4% | -33.3% | -12.1% | -38.0% |
| YTD | +53.3% | +77.0% | -23.7% | +25.3% |
| 1Y | +61.5% | +73.0% | -11.5% | +33.2% |
| 3Y | +712.3% | +215.7% | +496.6% | +458.6% |
| 5Y | +524.2% | +155.6% | +368.6% | +335.4% |
| 10Y | +616.5% | +388.4% | +228.1% | +310.4% |
| All | +3,155.1% | +2,080.4% | +1,074.7% | +783.7% |
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