+2,101.2%
SIMO vs WCC
+863.4%
+1,237.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.2% |
| 7D | -22.0% | -14.7% | -7.3% | -16.1% |
| 30D | -43.0% | -20.1% | -23.0% | -36.6% |
| 3M | -39.1% | -21.2% | -18.0% | -31.5% |
| 6M | -33.3% | -19.2% | -14.1% | -24.7% |
| YTD | +77.0% | +20.2% | +56.7% | +68.9% |
| 1Y | +73.0% | +14.5% | +58.6% | +68.2% |
| 3Y | +215.7% | +115.1% | +100.6% | +127.5% |
| 5Y | +155.6% | +121.5% | +34.1% | +69.0% |
| 10Y | +388.4% | +468.1% | -79.7% | +80.9% |
| All | +2,101.2% | +863.4% | +1,237.8% | +501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling