+132.9%
WFC vs SIMO
+418.6%
-285.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | +0.2% |
| 7D | +3.8% | +4.2% | -0.4% | +3.4% |
| 30D | +1.5% | +4.1% | -2.6% | +0.8% |
| 3M | +10.9% | -12.9% | +23.7% | +10.8% |
| 6M | +8.4% | +110.3% | -101.9% | -4.8% |
| YTD | -1.9% | +178.6% | -180.5% | -19.4% |
| 1Y | +12.3% | +220.0% | -207.6% | -11.4% |
| All | +132.9% | +418.6% | -285.6% | +50.9% |
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