+33.6%
WEC vs SIMO
+269.6%
-236.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -0.6% |
| 7D | -0.3% | +4.2% | -4.5% | -0.2% |
| 30D | -1.3% | +4.1% | -5.4% | -1.2% |
| 3M | -3.9% | -12.9% | +8.9% | -4.0% |
| 6M | -8.3% | +110.3% | -118.7% | -7.8% |
| YTD | +3.1% | +178.6% | -175.5% | +3.6% |
| 1Y | +1.9% | +220.0% | -218.1% | +2.5% |
| 3Y | +41.9% | +409.0% | -367.1% | +41.4% |
| All | +33.6% | +269.6% | -236.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling