+217.9%
SIMO vs WCC
+134.5%
+83.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -4.7% |
| 7D | +4.1% | +9.9% | -5.8% | -1.2% |
| 30D | -24.0% | -8.4% | -15.5% | -19.0% |
| 3M | -31.8% | -10.3% | -21.4% | -25.9% |
| 6M | -36.9% | -10.5% | -26.4% | -31.0% |
| YTD | +84.8% | +32.2% | +52.6% | +72.3% |
| 1Y | +99.0% | +25.5% | +73.5% | +89.2% |
| 3Y | +217.9% | +134.7% | +83.2% | +135.9% |
| All | +217.9% | +134.5% | +83.5% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling