+1,066.2%
WEC vs SIMO
+2,368.1%
-1,301.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | +0.1% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | +12.0% | -25.4% | +37.4% | +12.9% |
| 3M | +11.1% | -17.8% | +28.8% | +11.3% |
| 6M | +6.0% | -29.6% | +35.5% | +6.3% |
| YTD | +14.3% | +100.3% | -86.0% | +8.9% |
| 1Y | +8.0% | +100.4% | -92.4% | +2.9% |
| 3Y | +62.8% | +246.1% | -183.2% | +49.9% |
| 5Y | +55.3% | +189.8% | -134.5% | +42.7% |
| 10Y | +193.2% | +434.6% | -241.4% | +155.4% |
| All | +1,066.2% | +2,368.1% | -1,301.8% | +735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling