+134.0%
WFC vs SIMO
+434.7%
-300.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.8% | +1.1% |
| 7D | +0.1% | -8.5% | +8.6% | +1.0% |
| 30D | +2.9% | -34.8% | +37.7% | +8.2% |
| 3M | -1.4% | -32.8% | +31.4% | +2.1% |
| 6M | +14.3% | -32.0% | +46.4% | +15.7% |
| YTD | -6.2% | +87.0% | -93.2% | -23.5% |
| 1Y | +1.6% | +86.1% | -84.5% | -17.2% |
| 3Y | +126.9% | +226.4% | -99.5% | +59.9% |
| 5Y | +94.0% | +172.1% | -78.2% | +35.9% |
| 10Y | +134.0% | +408.0% | -274.0% | +32.8% |
| All | +134.0% | +434.7% | -300.6% | +32.8% |
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