+281.4%
WMB vs SIMO
+394.4%
-113.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.3% |
| 7D | +7.8% | +4.1% | +3.7% | +7.2% |
| 30D | -5.1% | -24.0% | +18.9% | -2.0% |
| 3M | -4.7% | -31.8% | +27.0% | -0.9% |
| 6M | -7.4% | -36.9% | +29.5% | -4.4% |
| YTD | +17.5% | +84.8% | -67.4% | 0.0% |
| 1Y | +19.5% | +99.0% | -79.5% | +0.3% |
| 3Y | +121.3% | +217.9% | -96.7% | +65.3% |
| 5Y | +200.5% | +171.5% | +29.1% | +119.4% |
| All | +281.4% | +394.4% | -113.0% | +111.9% |
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