+100.0%
SIMO vs WCN
+15.9%
+84.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -1.4% |
| 7D | +14.9% | +1.2% | +13.7% | +16.3% |
| 30D | -27.0% | +26.4% | -53.4% | -7.4% |
| 3M | -25.4% | +17.5% | -42.9% | -10.4% |
| 6M | -30.3% | +28.7% | -59.0% | -12.8% |
| YTD | +95.8% | +11.5% | +84.3% | +131.4% |
| 1Y | +100.0% | +15.9% | +84.2% | +137.5% |
| All | +100.0% | +15.9% | +84.1% | +137.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling