+3,365.1%
SIMO vs WCN
+1,594.5%
+1,770.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.3% |
| 7D | +4.2% | -0.6% | +4.9% | +4.5% |
| 30D | +4.1% | +0.4% | +3.6% | +3.8% |
| 3M | -12.9% | +7.3% | -20.2% | -17.5% |
| 6M | +110.3% | -2.5% | +112.9% | +107.7% |
| YTD | +178.6% | -5.4% | +183.9% | +177.7% |
| 1Y | +220.0% | -8.5% | +228.5% | +222.8% |
| 3Y | +409.0% | +20.8% | +388.2% | +329.2% |
| 5Y | +277.3% | +30.0% | +247.3% | +195.8% |
| 10Y | +506.6% | +238.4% | +268.2% | +148.0% |
| All | +3,365.1% | +1,594.5% | +1,770.6% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling