+225.0%
SIMO vs WAB
+47.5%
+177.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.8% |
| 7D | +14.6% | +1.7% | +12.9% | +13.5% |
| 30D | +6.2% | -2.4% | +8.6% | +8.1% |
| 3M | +3.6% | +9.7% | -6.1% | -0.8% |
| 6M | +130.8% | +16.5% | +114.3% | +109.2% |
| YTD | +195.8% | +33.7% | +162.0% | +141.0% |
| 1Y | +225.0% | +49.7% | +175.3% | +139.9% |
| All | +225.0% | +47.5% | +177.5% | +139.9% |
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