+2,101.2%
SIMO vs WAB
+2,703.0%
-601.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.3% |
| 7D | -22.0% | +1.4% | -23.4% | -22.4% |
| 30D | -43.0% | +0.4% | -43.5% | -42.8% |
| 3M | -39.1% | -3.8% | -35.3% | -37.4% |
| 6M | -33.3% | +5.1% | -38.4% | -34.1% |
| YTD | +77.0% | +33.3% | +43.6% | +55.5% |
| 1Y | +73.0% | +39.8% | +33.2% | +48.7% |
| 3Y | +215.7% | +161.1% | +54.7% | +104.6% |
| 5Y | +155.6% | +209.5% | -53.8% | +49.0% |
| 10Y | +388.4% | +293.8% | +94.5% | +123.2% |
| All | +2,101.2% | +2,703.0% | -601.8% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling