+528.8%
SIMO vs WAB
+283.1%
+245.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +14.6% | +1.7% | +12.9% | +13.9% |
| 30D | +6.2% | -2.4% | +8.6% | +7.3% |
| 3M | +3.6% | +9.7% | -6.1% | +0.2% |
| 6M | +130.8% | +16.5% | +114.3% | +117.7% |
| YTD | +195.8% | +33.7% | +162.0% | +164.6% |
| 1Y | +225.0% | +49.7% | +175.3% | +179.2% |
| 3Y | +452.3% | +170.9% | +281.4% | +290.1% |
| 5Y | +303.6% | +228.0% | +75.6% | +162.6% |
| 10Y | +528.8% | +284.8% | +244.0% | +250.0% |
| All | +528.8% | +283.1% | +245.7% | +250.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling