+525.5%
WMT vs SIMO
+453.3%
+72.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.1% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +11.1% | -25.4% | +36.5% | +11.9% |
| 3M | +11.2% | -17.8% | +29.0% | +11.2% |
| 6M | -1.3% | -29.6% | +28.3% | -1.4% |
| YTD | +13.5% | +100.3% | -86.8% | +4.9% |
| 1Y | +22.5% | +100.4% | -77.9% | +13.1% |
| 3Y | +134.1% | +246.1% | -112.0% | +104.2% |
| 5Y | +170.3% | +189.8% | -19.5% | +135.0% |
| 10Y | +525.5% | +434.6% | +90.9% | +394.1% |
| All | +525.5% | +453.3% | +72.2% | +394.1% |
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