+170.1%
WMT vs SIMO
+171.3%
-1.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | +0.6% | -16.0% | +16.6% | +0.5% |
| 30D | +12.8% | -35.8% | +48.5% | +12.8% |
| 3M | +11.7% | -26.5% | +38.2% | +11.5% |
| 6M | -3.5% | -33.0% | +29.5% | -4.0% |
| YTD | +13.4% | +84.3% | -70.9% | +7.0% |
| 1Y | +23.6% | +82.0% | -58.4% | +16.7% |
| 3Y | +133.9% | +218.5% | -84.6% | +110.3% |
| 5Y | +170.1% | +175.0% | -4.9% | +144.5% |
| All | +170.1% | +171.3% | -1.2% | +144.5% |
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