+1,241.3%
WM vs SIMO
+3,332.4%
-2,091.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -1.9% |
| 7D | -0.3% | +4.2% | -4.5% | -0.7% |
| 30D | -2.4% | +4.1% | -6.5% | -2.9% |
| 3M | +0.4% | -12.9% | +13.3% | +0.3% |
| 6M | -9.5% | +110.3% | -119.8% | -17.3% |
| YTD | +0.5% | +178.6% | -178.1% | -10.9% |
| 1Y | -1.1% | +220.0% | -221.1% | -13.8% |
| 3Y | +46.0% | +409.0% | -363.0% | +20.2% |
| 5Y | +51.8% | +277.3% | -225.5% | +25.6% |
| 10Y | +307.5% | +506.6% | -199.1% | +208.5% |
| All | +1,241.3% | +3,332.4% | -2,091.0% | +611.7% |
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 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