+951.8%
WEC vs SIMO
+3,332.4%
-2,380.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -1.0% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | -1.3% | +4.1% | -5.4% | -1.6% |
| 3M | -3.9% | -12.9% | +8.9% | -3.9% |
| 6M | -8.3% | +110.3% | -118.7% | -12.1% |
| YTD | +3.1% | +178.6% | -175.5% | -2.6% |
| 1Y | +1.9% | +220.0% | -218.1% | -4.4% |
| 3Y | +41.9% | +409.0% | -367.1% | +29.2% |
| 5Y | +30.8% | +277.3% | -246.5% | +19.5% |
| 10Y | +141.9% | +506.6% | -364.7% | +111.1% |
| All | +951.8% | +3,332.4% | -2,380.6% | +647.4% |
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