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  • SIMO vs WAB✓SelectedUSD · WABSIMO vs WAB performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
WAB return
+2,695.8%
Excess return
+669.2%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+8.7%+0.7%+8.0%+8.4%
7D+4.2%-3.2%+7.4%+5.8%
30D+4.1%-4.4%+8.5%+6.4%
3M-12.9%+7.9%-20.7%-15.7%
6M+110.3%+8.7%+101.6%+101.9%
YTD+178.6%+33.0%+145.6%+143.2%
1Y+220.0%+46.7%+173.3%+167.3%
3Y+409.0%+153.0%+256.0%+231.0%
5Y+277.3%+222.3%+55.0%+113.5%
10Y+506.6%+291.0%+215.6%+175.7%
All+3,365.1%+2,695.8%+669.2%+499.6%

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