+432.7%
SIMO vs WETO
-99.4%
+532.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.4% | +12.7% | +7.3% |
| 7D | +11.0% | -4.3% | +15.3% | +11.1% |
| 30D | +17.9% | -39.9% | +57.8% | +13.1% |
| 3M | +3.9% | -97.9% | +101.8% | +8.2% |
| 6M | +131.0% | -95.0% | +226.1% | +131.3% |
| YTD | +209.3% | -97.2% | +306.5% | +210.7% |
| 1Y | +223.8% | -98.9% | +322.7% | +227.9% |
| All | +432.7% | -99.4% | +532.1% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling