+421.9%
WFC vs SIMO
+3,332.4%
-2,910.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.7% |
| 7D | +3.8% | +4.2% | -0.4% | +2.9% |
| 30D | +1.5% | +4.1% | -2.6% | 0.0% |
| 3M | +10.9% | -12.9% | +23.7% | +10.8% |
| 6M | +8.4% | +110.3% | -101.9% | -11.2% |
| YTD | -1.9% | +178.6% | -180.5% | -24.8% |
| 1Y | +12.3% | +220.0% | -207.6% | -16.8% |
| 3Y | +132.3% | +409.0% | -276.7% | +53.2% |
| 5Y | +130.1% | +277.3% | -147.2% | +54.8% |
| 10Y | +134.4% | +506.6% | -372.2% | +34.1% |
| All | +421.9% | +3,332.4% | -2,910.5% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling