+280.9%
WMB vs SIMO
+453.3%
-172.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +1.0% |
| 7D | +1.6% | +0.9% | +0.6% | +1.3% |
| 30D | -7.1% | -25.4% | +18.3% | -3.9% |
| 3M | -4.0% | -17.8% | +13.8% | -2.7% |
| 6M | -5.7% | -29.6% | +23.8% | -4.1% |
| YTD | +17.2% | +100.3% | -83.1% | -1.3% |
| 1Y | +17.2% | +100.4% | -83.2% | -1.5% |
| 3Y | +121.1% | +246.1% | -125.0% | +63.2% |
| 5Y | +197.2% | +189.8% | +7.4% | +115.5% |
| 10Y | +280.9% | +434.6% | -153.7% | +108.8% |
| All | +280.9% | +453.3% | -172.4% | +108.8% |
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