+328.7%
WM vs SIMO
+434.7%
-106.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.5% | +0.1% |
| 7D | -0.5% | -8.5% | +8.0% | -0.4% |
| 30D | +13.3% | -34.8% | +48.1% | +13.9% |
| 3M | +4.4% | -32.8% | +37.2% | +4.7% |
| 6M | +10.8% | -32.0% | +42.9% | +10.5% |
| YTD | +9.1% | +87.0% | -78.0% | +2.6% |
| 1Y | +19.1% | +86.1% | -66.9% | +12.0% |
| 3Y | +45.7% | +226.4% | -180.7% | +30.7% |
| 5Y | +60.4% | +172.1% | -111.7% | +43.2% |
| 10Y | +328.7% | +408.0% | -79.3% | +243.8% |
| All | +328.7% | +434.7% | -106.0% | +243.8% |
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