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

SIMO vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
WY return
+100.4%
Excess return
+3,264.7%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+8.7%+0.8%+7.9%+8.3%
7D+4.2%-1.7%+6.0%+5.1%
30D+4.1%-10.1%+14.2%+9.0%
3M-12.9%-5.1%-7.7%-12.1%
6M+110.3%-4.8%+115.1%+110.2%
YTD+178.6%-0.2%+178.8%+169.5%
1Y+220.0%-6.6%+226.6%+218.7%
3Y+409.0%-22.7%+431.8%+442.8%
5Y+277.3%-22.2%+299.5%+287.0%
10Y+506.6%+7.3%+499.3%+355.9%
All+3,365.1%+100.4%+3,264.7%+1,419.2%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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