+409.6%
SIMO vs WAB
+305.5%
+104.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.5% | +3.6% |
| 7D | -8.2% | +4.0% | -12.1% | -9.3% |
| 30D | -34.6% | +4.5% | -39.1% | -35.4% |
| 3M | -32.6% | +2.3% | -34.9% | -32.7% |
| 6M | -31.8% | +12.5% | -44.3% | -34.2% |
| YTD | +87.6% | +40.2% | +47.4% | +65.9% |
| 1Y | +86.7% | +45.2% | +41.5% | +62.9% |
| 3Y | +227.4% | +171.8% | +55.6% | +132.1% |
| 5Y | +173.0% | +217.6% | -44.6% | +80.4% |
| 10Y | +409.6% | +285.3% | +124.3% | +189.5% |
| All | +409.6% | +305.5% | +104.2% | +189.5% |
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