+345.7%
WM vs SIMO
+360.6%
-14.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.4% | +15.6% | +1.3% |
| 7D | +4.5% | -31.4% | +35.9% | +4.9% |
| 30D | +16.1% | -45.2% | +61.2% | +17.0% |
| 3M | +8.0% | -36.5% | +44.6% | +8.4% |
| 6M | +8.4% | -34.2% | +42.6% | +7.9% |
| YTD | +11.2% | +69.9% | -58.7% | +4.7% |
| 1Y | +22.3% | +60.4% | -38.1% | +15.5% |
| 3Y | +50.2% | +203.1% | -152.9% | +34.7% |
| 5Y | +63.3% | +145.4% | -82.2% | +46.0% |
| All | +345.7% | +360.6% | -14.9% | +257.5% |
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