-33.3%
SIMO vs WCN
+20.4%
-53.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +1.8% |
| 7D | -22.0% | +2.9% | -24.9% | -17.2% |
| 30D | -43.0% | +22.1% | -65.1% | -17.4% |
| 3M | -39.1% | +13.2% | -52.3% | -23.8% |
| 6M | -33.3% | +23.7% | -57.0% | -0.5% |
| All | -33.3% | +20.4% | -53.7% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling