+129.3%
WFC vs SIMO
+269.6%
-140.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | 0.0% |
| 7D | +3.8% | +4.2% | -0.4% | +3.3% |
| 30D | +1.5% | +4.1% | -2.6% | +0.7% |
| 3M | +10.9% | -12.9% | +23.7% | +10.9% |
| 6M | +8.4% | +110.3% | -101.9% | -5.1% |
| YTD | -1.9% | +178.6% | -180.5% | -18.7% |
| 1Y | +12.3% | +220.0% | -207.6% | -9.7% |
| 3Y | +132.3% | +409.0% | -276.7% | +68.1% |
| All | +129.3% | +269.6% | -140.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling