Win rate as measured against sim benchmark

In a sim, Instead of a win rate which measures % of stocks > 0 return can we figure out what % beats the benchmark chosen?

Also, I do notice that DMs show the yield of the portfolio, but i cannot seem to locate that on a Sim.

Thanks!

Unfortunately, neither of these are available for simulations. You can calculate the yield as follows: click on the Transactions tab, then in the Type window select Corporate Actions. Open the CSV file and sum up column F. Then divide by the total market value minus the starting amount.

I think the initial post can be interpreted as a request that both computations be added.

The win % computed with reference to benchmark is a logical request, but the profession is long accustomed to thinking of it relative to zero. So I’d be leery of replacing what we have now. OTOH, we could offer it as an additional computation.

The port yield should definitely be added and I’m pretty sure I requested it ages ago. If not, I should have.

The suggestion re: adding up the transactions column and dividing by delta of market value would not give a usable yield. It’s current dividend divided by current market. A life-of-the-port aggregate yield might be useful to someone somewhere but its not what is sought when one asks for a yield.

For a quick-and-dirty calculation, go to holdings and then click on fundamentals. Use your mouse to select the table, hit copy, and then paste it into a spreadsheet. If you want a quick estimate, all you need do is average the column that has the yields. If you want to be more correct, then make use of the market cap column as well to compute a cap weighted average.

Yes, Marc that would be great. Instead of replacing the win rate, it can be added as an additional line. Right now i have to compute that by each transaction manually and it is painful.

I hear you. When I did the low-priced stock newsletter with Forbes, I set up a master spreadsheet that had, for each stock I “bought,” an entry for open price and benchmark price at that time. I updated by downloading from p123 current prices and I picked up the current benchmark from a fixed cell at the top of the sheet. So for each stock, I had a stock % ch and a same-period benchmark % change. When I closed the position, I noted the stock price and for benchmark, I over-write the formula and typed in the benchmark for that day.

I also averaged all the rows so I had an overall time-equivalent averages for stock % ch and benchmark % ch, and that’s how I evaluated my performance (and for drill down, I scanned up and down to look for patterns of notable positive or negative tallies, to see when (and figure out why) I ran hot or cold. (An if/then 1/0 column for beating/trailing the benchmark also helped me count win % relative to benchmark).

The big challenge here is picking up splits, which were most readily detected by suddenly whacky price declines. When I found those, I manually readjusted the entry price.

It was painful, but once I got into the swing of it, the pain diminished.