+220.0%
SIMO vs WAB
+48.2%
+171.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.3% |
| 7D | +4.2% | -3.2% | +7.4% | +6.3% |
| 30D | +4.1% | -4.4% | +8.5% | +7.1% |
| 3M | -12.9% | +7.9% | -20.7% | -15.7% |
| 6M | +110.3% | +8.7% | +101.6% | +99.5% |
| YTD | +178.6% | +33.0% | +145.6% | +129.3% |
| 1Y | +220.0% | +46.7% | +173.3% | +141.9% |
| All | +220.0% | +48.2% | +171.8% | +141.9% |
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