+1,367.2%
WM vs SIMO
+2,345.4%
-978.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +2.3% |
| 7D | +5.9% | -16.9% | +22.8% | +7.2% |
| 30D | +15.4% | -35.4% | +50.8% | +18.5% |
| 3M | +6.3% | -31.9% | +38.2% | +8.2% |
| 6M | +5.6% | -19.3% | +24.9% | +4.6% |
| YTD | +9.9% | +98.5% | -88.5% | -0.9% |
| 1Y | +20.8% | +100.5% | -79.7% | +8.7% |
| 3Y | +48.5% | +254.1% | -205.6% | +24.7% |
| 5Y | +60.6% | +187.4% | -126.8% | +34.3% |
| 10Y | +349.8% | +447.7% | -97.9% | +238.6% |
| All | +1,367.2% | +2,345.4% | -978.2% | +691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling