+259.9%
WMB vs SIMO
+436.4%
-176.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.9% |
| 7D | -6.7% | -8.2% | +1.5% | -5.6% |
| 30D | -8.6% | -34.6% | +26.1% | -3.7% |
| 3M | -4.9% | -32.6% | +27.7% | -1.1% |
| 6M | -6.3% | -31.8% | +25.5% | -4.3% |
| YTD | +13.0% | +87.6% | -74.6% | -3.9% |
| 1Y | +14.9% | +86.7% | -71.7% | -2.3% |
| 3Y | +113.4% | +227.4% | -114.1% | +58.9% |
| 5Y | +190.2% | +173.0% | +17.2% | +112.3% |
| 10Y | +259.9% | +409.6% | -149.8% | +100.3% |
| All | +259.9% | +436.4% | -176.5% | +100.3% |
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