+49.3%
WM vs SIMO
+202.0%
-152.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.4% | +15.6% | +0.5% |
| 7D | +4.5% | -31.4% | +35.9% | +3.0% |
| 30D | +16.1% | -45.2% | +61.2% | +13.9% |
| 3M | +8.0% | -36.5% | +44.6% | +6.6% |
| 6M | +8.4% | -34.2% | +42.6% | +6.7% |
| YTD | +11.2% | +69.9% | -58.7% | +6.8% |
| 1Y | +22.3% | +60.4% | -38.1% | +17.7% |
| All | +49.3% | +202.0% | -152.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling