+126.3%
WFC vs SIMO
+221.6%
-95.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.7% |
| 7D | +2.5% | +4.1% | -1.6% | +2.2% |
| 30D | +7.0% | -24.0% | +31.0% | +8.5% |
| 3M | -1.8% | -31.8% | +30.0% | -0.1% |
| 6M | +18.4% | -36.9% | +55.3% | +19.5% |
| YTD | -5.6% | +84.8% | -90.4% | -20.7% |
| 1Y | +3.9% | +99.0% | -95.1% | -14.4% |
| 3Y | +126.3% | +217.9% | -91.6% | +49.3% |
| All | +126.3% | +221.6% | -95.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling