+417.8%
SIMO vs WCC
+440.3%
-22.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +14.9% | +14.2% | +0.6% | +9.6% |
| 30D | -27.0% | -9.8% | -17.1% | -23.4% |
| 3M | -25.4% | -10.1% | -15.3% | -21.2% |
| 6M | -30.3% | -9.4% | -20.9% | -25.9% |
| YTD | +95.8% | +34.4% | +61.4% | +83.6% |
| 1Y | +100.0% | +23.3% | +76.7% | +92.5% |
| 3Y | +238.3% | +137.9% | +100.3% | +161.1% |
| 5Y | +187.6% | +144.0% | +43.6% | +110.2% |
| All | +417.8% | +440.3% | -22.5% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling