+420.0%
SIMO vs WETO
-99.4%
+519.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.1% | +7.2% | +2.2% |
| 7D | +14.5% | -38.7% | +53.2% | +15.3% |
| 30D | +20.4% | -51.3% | +71.7% | +16.0% |
| 3M | +7.1% | -97.8% | +105.0% | +11.4% |
| 6M | +129.2% | -94.8% | +224.0% | +129.7% |
| YTD | +201.9% | -97.2% | +299.1% | +203.4% |
| 1Y | +235.5% | -98.9% | +334.5% | +240.0% |
| All | +420.0% | -99.4% | +519.4% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling