+409.6%
SIMO vs WCC
+492.1%
-82.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +2.8% |
| 7D | -8.2% | -5.7% | -2.5% | -5.8% |
| 30D | -34.6% | -13.5% | -21.2% | -30.4% |
| 3M | -32.6% | -12.9% | -19.8% | -28.1% |
| 6M | -31.8% | -10.7% | -21.1% | -27.1% |
| YTD | +87.6% | +30.0% | +57.6% | +78.0% |
| 1Y | +86.7% | +24.7% | +62.0% | +79.2% |
| 3Y | +227.4% | +136.6% | +90.9% | +153.9% |
| 5Y | +173.0% | +143.9% | +29.1% | +100.3% |
| 10Y | +409.6% | +465.9% | -56.3% | +203.8% |
| All | +409.6% | +492.1% | -82.4% | +203.8% |
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