+396.7%
SIMO vs WETO
-99.4%
+496.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.5% | -4.6% |
| 7D | +12.5% | -19.9% | +32.4% | +12.8% |
| 30D | +18.4% | -42.7% | +61.1% | +13.8% |
| 3M | +5.6% | -97.7% | +103.3% | +9.8% |
| 6M | +116.9% | -94.4% | +211.3% | +117.1% |
| YTD | +188.4% | -97.0% | +285.4% | +189.5% |
| 1Y | +221.3% | -98.9% | +320.1% | +225.2% |
| All | +396.7% | -99.4% | +496.1% | +395.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling