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  • SIMO vs BWA✓SelectedUSD · BWASIMO vs BWA performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs BWA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+528.8%
BWA return
+142.9%
Excess return
+385.8%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBWAExcessAlpha
1D+6.2%-1.9%+8.1%+6.9%
7D+14.6%+4.3%+10.3%+12.8%
30D+6.2%-2.9%+9.1%+7.4%
3M+3.6%-12.4%+16.0%+8.8%
6M+130.8%+28.6%+102.2%+111.8%
YTD+195.8%+48.2%+147.5%+156.7%
1Y+225.0%+50.9%+174.1%+179.8%
3Y+452.3%+72.2%+380.1%+343.4%
5Y+303.6%+91.1%+212.5%+205.9%
10Y+528.8%+144.0%+384.8%+307.4%
All+528.8%+142.9%+385.8%+307.4%

Cumulative growth

Daily Returns

Daily percentage return beside BWA.

Daily Out/Under-Performance

Portfolio return minus BWA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BWA 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 BWA 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