+132.1%
WFC vs SIMO
+515.6%
-383.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.1% |
| 7D | +1.1% | +14.6% | -13.6% | -1.0% |
| 30D | +0.8% | +6.2% | -5.4% | -0.6% |
| 3M | +9.3% | +3.6% | +5.7% | +6.5% |
| 6M | +10.6% | +130.8% | -120.1% | -8.7% |
| YTD | -4.1% | +195.8% | -199.8% | -25.4% |
| 1Y | +13.6% | +225.0% | -211.4% | -13.9% |
| 3Y | +130.7% | +452.3% | -321.6% | +53.0% |
| 5Y | +126.7% | +303.6% | -176.9% | +53.7% |
| 10Y | +132.1% | +528.8% | -396.6% | +30.0% |
| All | +132.1% | +515.6% | -383.5% | +30.0% |
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