+141.1%
WEC vs SIMO
+515.6%
-374.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +1.0% |
| 7D | +0.8% | +14.6% | -13.8% | +0.6% |
| 30D | +0.3% | +6.2% | -5.9% | +0.2% |
| 3M | -2.9% | +3.6% | -6.5% | -3.2% |
| 6M | -5.9% | +130.8% | -136.7% | -7.8% |
| YTD | +4.1% | +195.8% | -191.6% | +1.3% |
| 1Y | +3.1% | +225.0% | -221.9% | -0.1% |
| 3Y | +40.8% | +452.3% | -411.5% | +33.1% |
| 5Y | +31.7% | +303.6% | -271.9% | +24.9% |
| 10Y | +141.1% | +528.8% | -387.7% | +118.6% |
| All | +141.1% | +515.6% | -374.5% | +118.6% |
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