-33.3%
SIMO vs WCC
-17.8%
-15.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +1.3% |
| 7D | -22.0% | -14.7% | -7.3% | -3.2% |
| 30D | -43.0% | -20.1% | -23.0% | -21.9% |
| 3M | -39.1% | -21.2% | -18.0% | -15.2% |
| 6M | -33.3% | -19.2% | -14.1% | -11.6% |
| All | -33.3% | -17.8% | -15.5% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling