+170.0%
SIMO vs WAB
+214.2%
-44.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.1% |
| 7D | +4.1% | +5.1% | -1.0% | +1.3% |
| 30D | -24.0% | +4.0% | -28.0% | -25.0% |
| 3M | -31.8% | +0.1% | -31.9% | -31.1% |
| 6M | -36.9% | +12.8% | -49.7% | -39.9% |
| YTD | +84.8% | +40.1% | +44.7% | +56.8% |
| 1Y | +99.0% | +46.4% | +52.6% | +65.1% |
| 3Y | +217.9% | +167.4% | +50.6% | +110.8% |
| All | +170.0% | +214.2% | -44.2% | +71.3% |
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