+220.0%
SIMO vs WETO
-98.9%
+318.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -20.8% | +29.5% | +9.0% |
| 7D | +4.2% | -55.4% | +59.7% | +5.4% |
| 30D | +4.1% | -48.5% | +52.6% | 0.0% |
| 3M | -12.9% | -97.5% | +84.6% | -7.3% |
| 6M | +110.3% | -94.2% | +204.6% | +114.9% |
| YTD | +178.6% | -97.0% | +275.6% | +180.4% |
| 1Y | +220.0% | -98.9% | +318.9% | +228.8% |
| All | +220.0% | -98.9% | +318.9% | +228.8% |
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