Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SIMO vs WAB✓SelectedUSD · WABSIMO vs WAB performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+528.8%
WAB return
+283.1%
Excess return
+245.7%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
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