+100.5%
WMT vs SIMO
+462.5%
-362.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.0% |
| 7D | +0.1% | +14.6% | -14.5% | +0.1% |
| 30D | -5.0% | +6.2% | -11.2% | -5.0% |
| 3M | -11.3% | +3.6% | -14.8% | -11.4% |
| 6M | -13.8% | +130.8% | -144.6% | -18.0% |
| YTD | -4.2% | +195.8% | -200.0% | -10.8% |
| 1Y | +4.6% | +225.0% | -220.4% | -4.0% |
| 3Y | +100.5% | +452.3% | -351.8% | +71.9% |
| All | +100.5% | +462.5% | -362.1% | +71.9% |
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 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