+100.5%
SIMO vs GWW
+55.5%
+45.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.5% | -16.1% | -8.5% |
| 7D | -16.9% | +11.1% | -28.0% | -15.5% |
| 30D | -35.4% | +15.7% | -51.1% | -34.2% |
| 3M | -31.9% | +14.8% | -46.6% | -30.5% |
| 6M | -19.3% | +30.9% | -50.2% | -16.9% |
| YTD | +98.5% | +48.5% | +50.0% | +111.1% |
| 1Y | +100.5% | +57.1% | +43.4% | +108.8% |
| All | +100.5% | +55.5% | +45.1% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling