+195.2%
WEC vs SIMO
+423.7%
-228.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.7% | +14.9% | -15.6% | -0.8% |
| 30D | +11.0% | -27.0% | +38.0% | +11.2% |
| 3M | +8.6% | -25.4% | +34.0% | +8.7% |
| 6M | +6.2% | -30.3% | +36.4% | +6.1% |
| YTD | +14.3% | +95.8% | -81.5% | +11.4% |
| 1Y | +8.4% | +100.0% | -91.7% | +5.5% |
| 3Y | +62.9% | +238.3% | -175.4% | +54.7% |
| 5Y | +55.8% | +187.6% | -131.7% | +47.5% |
| All | +195.2% | +423.7% | -228.6% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling