+544.2%
WMT vs SIMO
+394.4%
+149.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.7% |
| 7D | +2.0% | +4.1% | -2.1% | +1.9% |
| 30D | +10.3% | -24.0% | +34.2% | +10.9% |
| 3M | +11.0% | -31.8% | +42.7% | +11.7% |
| 6M | -2.3% | -36.9% | +34.5% | -2.1% |
| YTD | +15.7% | +84.8% | -69.1% | +7.1% |
| 1Y | +26.0% | +99.0% | -73.0% | +15.9% |
| 3Y | +136.5% | +217.9% | -81.4% | +106.7% |
| 5Y | +176.8% | +171.5% | +5.4% | +140.9% |
| All | +544.2% | +394.4% | +149.8% | +409.9% |
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