+100.5%
SIMO vs WAB
+46.5%
+54.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.1% | -10.7% | -10.4% |
| 7D | -16.9% | +4.5% | -21.4% | -19.5% |
| 30D | -35.4% | +1.1% | -36.4% | -35.7% |
| 3M | -31.9% | -1.3% | -30.6% | -31.2% |
| 6M | -19.3% | +12.7% | -32.1% | -23.2% |
| YTD | +98.5% | +38.7% | +59.8% | +68.1% |
| 1Y | +100.5% | +44.9% | +55.6% | +61.6% |
| All | +100.5% | +46.5% | +54.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling