+20.8%
WM vs SIMO
+94.5%
-73.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +0.8% |
| 7D | +5.9% | -16.9% | +22.8% | +4.5% |
| 30D | +15.4% | -35.4% | +50.8% | +12.5% |
| 3M | +6.3% | -31.9% | +38.2% | +4.4% |
| 6M | +5.6% | -19.3% | +24.9% | +4.6% |
| YTD | +9.9% | +98.5% | -88.5% | +14.5% |
| 1Y | +20.8% | +100.5% | -79.7% | +26.2% |
| All | +20.8% | +94.5% | -73.6% | +26.2% |
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