-14.4%
WMB vs SIMO
-32.4%
+18.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.4% | +9.1% | -3.8% |
| 7D | -14.2% | -31.4% | +17.2% | -11.2% |
| 30D | -11.2% | -45.2% | +33.9% | -7.3% |
| 3M | -9.9% | -36.5% | +26.6% | -7.0% |
| 6M | -14.4% | -34.2% | +19.8% | -13.8% |
| All | -14.4% | -32.4% | +18.0% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling