+330.3%
WM vs SIMO
+394.4%
-64.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.1% |
| 7D | +3.2% | +4.1% | -0.9% | +3.2% |
| 30D | +13.0% | -24.0% | +37.0% | +13.3% |
| 3M | +9.2% | -31.8% | +41.0% | +9.5% |
| 6M | +13.6% | -36.9% | +50.5% | +13.7% |
| YTD | +12.4% | +84.8% | -72.4% | +5.8% |
| 1Y | +21.2% | +99.0% | -77.8% | +13.5% |
| 3Y | +48.7% | +217.9% | -169.3% | +33.6% |
| 5Y | +61.9% | +171.5% | -109.6% | +44.4% |
| All | +330.3% | +394.4% | -64.1% | +246.7% |
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