+217.9%
SIMO vs WAB
+168.8%
+49.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.0% |
| 7D | +4.1% | +5.1% | -1.0% | +0.4% |
| 30D | -24.0% | +4.0% | -28.0% | -25.4% |
| 3M | -31.8% | +0.1% | -31.9% | -31.1% |
| 6M | -36.9% | +12.8% | -49.7% | -40.9% |
| YTD | +84.8% | +40.1% | +44.7% | +47.3% |
| 1Y | +99.0% | +46.4% | +52.6% | +53.5% |
| 3Y | +217.9% | +167.4% | +50.6% | +83.1% |
| All | +217.9% | +168.8% | +49.1% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling