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Funds (13F)

WCM Investment Management, LLC

Backtest from 7 Jun 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.6%
S&P 500 +14.0%
Last 12 months
+1.3%
S&P 500 +12.1%
Sharpe ratio
0.70
S&P 500 0.78
Biggest drop
−38.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $61.7k$57.7k
StrategyS&P 500 $10,000 in WCM Investment Management, LLC from 7 Jun 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies WCM Investment Management, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

WCM Investment Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.6%+14.0%
Total return+517%+477%
Last 12 months+1.3%+12.1%
Last 3 months−5.6%—
Last month−5.8%—
This year so far+3.2%—
Volatility a year19.4%15.9%
Sharpe ratio0.700.78
Biggest drop−38.3%−31.8%
Beta to the S&P 5001.091.00
Alpha a year (t-statistic)+0.0% (0.00)—
Share of weeks up56%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
STX9.9%——
TSM8.1%——
SE6.0%——
ASML5.2%——
PM3.6%——
APP3.5%——
LIN3.1%——
AMZN3.0%——
GLW2.9%——
TEVA2.6%——
CP2.5%——
SPOT2.5%——
ACGL2.3%——
ILMN2.2%——
WDC2.0%——
META2.0%——
FERG1.9%——
NU1.9%——
CAH1.9%——
NVDA1.8%——
MDT1.7%——
WELL1.5%——
CTVA1.4%——
MSFT1.4%——
V1.4%——
MCK1.4%——
VTR1.3%——
CHRW1.3%——
RGA1.2%——
WCN1.2%——
AON1.2%——
GE1.2%——
VRTX1.1%——
AJG1.1%——
LPLA0.9%——
GOOGL0.6%——
UBS0.6%——
MDLN0.6%——
HOOD0.5%——
FIX0.5%——
AZN0.5%——
CNQ0.4%——
BKD0.4%——
AHR0.4%——
TPR0.4%——
TRP0.4%——
NBIS0.3%——
CRS0.3%——
BTI0.3%——
SN0.3%——
FTI0.3%——
CLS0.2%——
ACMR0.2%——
SBS0.2%——
COMP0.2%——
BIDU0.1%——
SLB0.1%——
NVO0.1%——
BG0.1%——
CCJ0.1%——
CPNG0.1%——
CB0.1%——
DPC0.1%——
BABA0.1%——
EVR0.1%——
AIT0.1%——
GDS0.1%——
AAON0.1%——
PDD0.1%——
NOVT0.1%——
AEIS0.1%——
BZ0.1%——
GENI0.1%——
TXRH0.1%——
WSE0.1%——
SAIA0.1%——
UMBF0.1%——
GH0.1%——
WMS0.1%——
FPS0.1%——
HLN0.1%——
MRCY0.1%——
RRX0.1%——
DCO0.1%——
EGP0.0%——
CHEF0.0%——
DCI0.0%——
PAYP0.0%——
BOOT0.0%——
AGX0.0%——
PFGC0.0%——
THC0.0%——
DY0.0%——
MLCO0.0%——
STRL0.0%——
LLY0.0%——
AXSM0.0%——
PRI0.0%——
ACIW0.0%——
KGS0.0%——
KYMR0.0%——
AADX0.0%——
ENSG0.0%——
FDX0.0%——
RMBS0.0%——
IBP0.0%——
WING0.0%——
AVNT0.0%——
SNX0.0%——
AXGN0.0%——
FN0.0%——
RDNT0.0%——
HII0.0%——
AGYS0.0%——
SRAD0.0%——
VIK0.0%——
PCVX0.0%——
TECH0.0%——
LGND0.0%——
ARWR0.0%——
GMED0.0%——
GKOS0.0%——
KLAC0.0%——
IRTC0.0%——
SITE0.0%——
OMCL0.0%——
TTAN0.0%——
MDGL0.0%——
BBIO0.0%——
WPM0.0%——
TSEM0.0%——
STM0.0%——
RVMD0.0%——
AWI0.0%——
NXT0.0%——
KTOS0.0%——
IONQ0.0%——
SMTC0.0%——
MIR0.0%——
ATRC0.0%——
RTO0.0%——
SNDK0.0%——
RYTM0.0%——
PRAX0.0%——
UUUU0.0%——
MXL0.0%——
ONON0.0%——
GRAB0.0%——
AS0.0%——
PTCT0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest7 Jun 2013 to 2 Nov 2026+14.6%+14.0%0.700.78−38.3%1.09+0.0% (0.00)
2018 onwards5 Jan 2018 to 2 Nov 2026+14.6%+13.9%0.600.66−38.3%1.10+0.1% (0.04)
Last three years3 Nov 2023 to 2 Nov 2026+17.1%+21.8%0.741.16−20.0%1.12−5.3% (−1.23)
Last year7 Nov 2025 to 2 Nov 2026+4.0%+14.2%0.080.84−11.5%1.15−10.2% (−1.30)
DateCompanyAction
14 Aug 2026WTFCBought
14 Aug 2026WSEBought
14 Aug 2026VTRBought
14 Aug 2026TTMIBought
14 Aug 2026TRPBought
14 Aug 2026STMBought
14 Aug 2026SRADBought
14 Aug 2026SNXBought
14 Aug 2026PRAXBought
14 Aug 2026ONONBought
14 Aug 2026MXLBought
14 Aug 2026MTSIBought
14 Aug 2026MIRBought
14 Aug 2026LYTSBought
14 Aug 2026KRYSBought
14 Aug 2026KGSBought
14 Aug 2026IONQBought
14 Aug 2026GXOBought
14 Aug 2026FTIBought
14 Aug 2026DPCBought
14 Aug 2026DOCNBought
14 Aug 2026BRCBought
14 Aug 2026AZNBought
14 Aug 2026AWIBought
14 Aug 2026ATKRBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026YETISold
14 Aug 2026VRRMSold
14 Aug 2026SIISold
14 Aug 2026SAPSold
14 Aug 2026RHSold
14 Aug 2026PTCSold
14 Aug 2026PRIMSold
14 Aug 2026NTRASold
14 Aug 2026NSITSold
14 Aug 2026MKLSold
14 Aug 2026JSold
14 Aug 2026IPARSold
14 Aug 2026IEXSold
14 Aug 2026ICFISold
14 Aug 2026HUYASold
14 Aug 2026HQYSold
14 Aug 2026GGGSold
14 Aug 2026FUTUSold
14 Aug 2026FTAISold
14 Aug 2026CSWSold
14 Aug 2026CSLSold
14 Aug 2026CRDOSold
14 Aug 2026CDWSold
14 Aug 2026CBZSold
14 Aug 2026CBRESold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest