+129.7%
WMT vs SIMO
+297.1%
-167.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.1% |
| 7D | +0.1% | +14.6% | -14.5% | -0.1% |
| 30D | -5.0% | +6.2% | -11.2% | -5.1% |
| 3M | -11.3% | +3.6% | -14.8% | -11.6% |
| 6M | -13.8% | +130.8% | -144.6% | -17.6% |
| YTD | -4.2% | +195.8% | -200.0% | -9.8% |
| 1Y | +4.6% | +225.0% | -220.4% | -2.4% |
| 3Y | +100.5% | +452.3% | -351.8% | +79.1% |
| 5Y | +129.7% | +303.6% | -173.9% | +107.4% |
| All | +129.7% | +297.1% | -167.4% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling