+417.8%
SIMO vs WAB
+269.8%
+148.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | +14.9% | +7.9% | +7.0% | +11.4% |
| 30D | -27.0% | +4.9% | -31.9% | -28.0% |
| 3M | -25.4% | +1.8% | -27.2% | -25.3% |
| 6M | -30.3% | +12.0% | -42.2% | -32.6% |
| YTD | +95.8% | +41.3% | +54.5% | +72.5% |
| 1Y | +100.0% | +43.8% | +56.2% | +75.1% |
| 3Y | +238.3% | +171.1% | +67.2% | +139.6% |
| 5Y | +187.6% | +217.7% | -30.2% | +89.7% |
| All | +417.8% | +269.8% | +148.0% | +190.0% |
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