+100.5%
WMB vs SIMO
+214.6%
-114.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -0.6% |
| 7D | -13.8% | -22.0% | +8.2% | -12.2% |
| 30D | -10.3% | -43.0% | +32.7% | -7.0% |
| 3M | -10.1% | -39.1% | +29.1% | -7.5% |
| 6M | -11.8% | -33.3% | +21.4% | -10.4% |
| YTD | +8.9% | +77.0% | -68.0% | +0.9% |
| 1Y | +14.0% | +73.0% | -59.0% | +5.7% |
| 3Y | +100.5% | +215.7% | -115.2% | +70.6% |
| All | +100.5% | +214.6% | -114.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling