+579.5%
SIMO vs WCN
+235.4%
+344.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +14.5% | -1.7% | +16.2% | +14.9% |
| 30D | +20.4% | -3.0% | +23.4% | +21.2% |
| 3M | +7.1% | +2.5% | +4.6% | +5.2% |
| 6M | +129.2% | -5.7% | +134.9% | +130.3% |
| YTD | +201.9% | -7.4% | +209.4% | +204.3% |
| 1Y | +235.5% | -8.6% | +244.1% | +238.4% |
| 3Y | +463.8% | +19.4% | +444.5% | +402.6% |
| 5Y | +306.7% | +27.2% | +279.5% | +245.8% |
| 10Y | +579.5% | +238.5% | +340.9% | +333.7% |
| All | +579.5% | +235.4% | +344.0% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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