+185.7%
WEC vs SIMO
+436.4%
-250.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.1% |
| 7D | +0.2% | -8.2% | +8.4% | +0.3% |
| 30D | +12.9% | -34.6% | +47.5% | +13.3% |
| 3M | +9.8% | -32.6% | +42.4% | +10.0% |
| 6M | +6.7% | -31.8% | +38.6% | +6.7% |
| YTD | +14.0% | +87.6% | -73.7% | +11.1% |
| 1Y | +7.3% | +86.7% | -79.3% | +4.6% |
| 3Y | +63.8% | +227.4% | -163.7% | +55.6% |
| 5Y | +54.8% | +173.0% | -118.2% | +46.6% |
| 10Y | +185.7% | +409.6% | -223.9% | +151.6% |
| All | +185.7% | +436.4% | -250.7% | +151.6% |
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