+266.3%
WMB vs SIMO
+395.4%
-129.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.8% |
| 7D | -6.9% | -16.0% | +9.1% | -4.8% |
| 30D | -7.2% | -35.8% | +28.6% | -2.0% |
| 3M | -5.4% | -26.5% | +21.1% | -2.6% |
| 6M | -4.9% | -33.0% | +28.1% | -2.6% |
| YTD | +14.7% | +84.3% | -69.6% | -2.2% |
| 1Y | +14.7% | +82.0% | -67.3% | -2.1% |
| 3Y | +116.4% | +218.5% | -102.1% | +61.8% |
| 5Y | +198.5% | +175.0% | +23.5% | +117.5% |
| 10Y | +266.3% | +407.5% | -141.2% | +102.8% |
| All | +266.3% | +395.4% | -129.1% | +102.8% |
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