+133.9%
WMT vs SIMO
+220.9%
-87.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | +0.6% | -16.0% | +16.6% | +0.3% |
| 30D | +12.8% | -35.8% | +48.5% | +12.3% |
| 3M | +11.7% | -26.5% | +38.2% | +11.1% |
| 6M | -3.5% | -33.0% | +29.5% | -4.4% |
| YTD | +13.4% | +84.3% | -70.9% | +5.2% |
| 1Y | +23.6% | +82.0% | -58.4% | +14.8% |
| 3Y | +133.9% | +218.5% | -84.6% | +112.1% |
| All | +133.9% | +220.9% | -87.0% | +112.1% |
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 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