+336.4%
WM vs SIMO
+379.7%
-43.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -2.1% |
| 7D | +1.2% | -22.0% | +23.2% | +1.5% |
| 30D | +13.1% | -43.0% | +56.1% | +14.0% |
| 3M | +3.6% | -39.1% | +42.8% | +4.1% |
| 6M | +8.1% | -33.3% | +41.4% | +7.7% |
| YTD | +8.9% | +77.0% | -68.1% | +2.5% |
| 1Y | +20.3% | +73.0% | -52.7% | +13.4% |
| 3Y | +46.2% | +215.7% | -169.6% | +31.0% |
| 5Y | +59.9% | +155.6% | -95.7% | +42.9% |
| All | +336.4% | +379.7% | -43.3% | +250.0% |
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