+912.6%
WMT vs SIMO
+3,711.1%
-2,798.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +1.0% |
| 7D | 0.0% | +11.0% | -11.0% | -0.5% |
| 30D | -7.4% | +17.9% | -25.3% | -8.3% |
| 3M | -10.9% | +3.9% | -14.8% | -11.7% |
| 6M | -12.7% | +131.0% | -143.7% | -18.0% |
| YTD | -3.2% | +209.3% | -212.5% | -10.8% |
| 1Y | +5.3% | +223.8% | -218.5% | -3.5% |
| 3Y | +101.9% | +479.2% | -377.4% | +77.3% |
| 5Y | +134.6% | +316.0% | -181.5% | +107.4% |
| 10Y | +440.4% | +596.0% | -155.7% | +353.1% |
| All | +912.6% | +3,711.1% | -2,798.4% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling