+305.6%
WM vs SIMO
+502.1%
-196.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.4% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | -2.4% | +4.1% | -6.5% | -2.5% |
| 3M | +0.4% | -12.9% | +13.3% | +0.5% |
| 6M | -9.5% | +110.3% | -119.8% | -13.6% |
| YTD | +0.5% | +178.6% | -178.1% | -5.8% |
| 1Y | -1.1% | +220.0% | -221.1% | -8.3% |
| 3Y | +46.0% | +409.0% | -363.0% | +30.2% |
| 5Y | +51.8% | +277.3% | -225.5% | +36.1% |
| All | +305.6% | +502.1% | -196.5% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling