+270.1%
SIMO vs WAB
+222.7%
+47.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +8.0% | +8.3% |
| 7D | +4.2% | -3.2% | +7.4% | +5.9% |
| 30D | +4.1% | -4.4% | +8.5% | +6.6% |
| 3M | -12.9% | +7.9% | -20.7% | -15.8% |
| 6M | +110.3% | +8.7% | +101.6% | +101.5% |
| YTD | +178.6% | +33.0% | +145.6% | +141.8% |
| 1Y | +220.0% | +46.7% | +173.3% | +165.3% |
| 3Y | +409.0% | +153.0% | +256.0% | +249.0% |
| All | +270.1% | +222.7% | +47.4% | +126.7% |
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