+915.8%
WMB vs SIMO
+1,993.5%
-1,077.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.4% | +9.1% | -2.6% |
| 7D | -14.2% | -31.4% | +17.2% | -8.0% |
| 30D | -11.2% | -45.2% | +33.9% | -1.3% |
| 3M | -9.9% | -36.5% | +26.6% | -3.7% |
| 6M | -14.4% | -34.2% | +19.8% | -11.3% |
| YTD | +9.2% | +69.9% | -60.7% | -9.9% |
| 1Y | +15.1% | +60.4% | -45.3% | -4.1% |
| 3Y | +99.2% | +203.1% | -103.9% | +40.2% |
| 5Y | +180.2% | +145.4% | +34.8% | +95.9% |
| 10Y | +273.7% | +368.9% | -95.2% | +111.2% |
| All | +915.8% | +1,993.5% | -1,077.7% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling