+156.7%
SIMO vs WAB
+203.5%
-46.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.1% |
| 7D | -22.0% | +1.4% | -23.4% | -22.4% |
| 30D | -43.0% | +0.4% | -43.5% | -42.7% |
| 3M | -39.1% | -3.8% | -35.3% | -37.2% |
| 6M | -33.3% | +5.1% | -38.4% | -34.1% |
| YTD | +77.0% | +33.3% | +43.6% | +54.3% |
| 1Y | +73.0% | +39.8% | +33.2% | +47.3% |
| 3Y | +215.7% | +161.1% | +54.7% | +113.2% |
| All | +156.7% | +203.5% | -46.8% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling