+100.5%
SIMO vs WETO
-99.3%
+199.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +11.4% | -21.0% | -9.7% |
| 7D | -16.9% | +3.6% | -20.4% | -17.0% |
| 30D | -35.4% | -17.2% | -18.1% | -35.3% |
| 3M | -31.9% | -83.7% | +51.8% | -33.7% |
| 6M | -19.3% | -98.3% | +78.9% | -17.3% |
| YTD | +98.5% | -99.0% | +197.5% | +97.6% |
| 1Y | +100.5% | -99.4% | +199.9% | +85.6% |
| All | +100.5% | -99.3% | +199.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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