+389.8%
WFC vs SIMO
+2,080.4%
-1,690.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.2% |
| 7D | +1.2% | -22.0% | +23.2% | +5.2% |
| 30D | +5.2% | -43.0% | +48.3% | +14.8% |
| 3M | -3.0% | -39.1% | +36.1% | +3.3% |
| 6M | +6.2% | -33.3% | +39.5% | +8.4% |
| YTD | -7.9% | +77.0% | -84.9% | -24.9% |
| 1Y | +0.3% | +73.0% | -72.7% | -18.0% |
| 3Y | +117.7% | +215.7% | -98.0% | +53.5% |
| 5Y | +88.4% | +155.6% | -67.3% | +33.1% |
| 10Y | +147.3% | +388.4% | -241.1% | +44.0% |
| All | +389.8% | +2,080.4% | -1,690.6% | +30.6% |
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