+156.7%
SIMO vs WCC
+117.0%
+39.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.2% |
| 7D | -22.0% | -14.7% | -7.3% | -15.7% |
| 30D | -43.0% | -20.1% | -23.0% | -36.2% |
| 3M | -39.1% | -21.2% | -18.0% | -31.2% |
| 6M | -33.3% | -19.2% | -14.1% | -24.7% |
| YTD | +77.0% | +20.2% | +56.7% | +73.3% |
| 1Y | +73.0% | +14.5% | +58.6% | +72.2% |
| 3Y | +215.7% | +115.1% | +100.6% | +148.7% |
| All | +156.7% | +117.0% | +39.8% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling