+134.0%
WFC vs SIMO
+436.4%
-302.3%
-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% | -8.2% | +8.3% | +1.0% |
| 30D | +2.9% | -34.6% | +37.5% | +8.1% |
| 3M | -1.4% | -32.6% | +31.2% | +2.1% |
| 6M | +14.3% | -31.8% | +46.2% | +15.6% |
| YTD | -6.2% | +87.6% | -93.8% | -23.5% |
| 1Y | +1.6% | +86.7% | -85.1% | -17.2% |
| 3Y | +126.9% | +227.4% | -100.5% | +59.9% |
| 5Y | +94.0% | +173.0% | -79.0% | +35.8% |
| 10Y | +134.0% | +409.6% | -275.6% | +32.8% |
| All | +134.0% | +436.4% | -302.3% | +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