-1.1%
WM vs SIMO
+226.2%
-227.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -0.7% |
| 7D | -0.3% | +4.2% | -4.5% | 0.0% |
| 30D | -2.4% | +4.1% | -6.5% | -1.9% |
| 3M | +0.4% | -12.9% | +13.3% | +0.6% |
| 6M | -9.5% | +110.3% | -119.8% | -6.4% |
| YTD | +0.5% | +178.6% | -178.1% | +6.5% |
| 1Y | -1.1% | +220.0% | -221.1% | +5.0% |
| All | -1.1% | +226.2% | -227.3% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling