+173.0%
SIMO vs GWW
+220.1%
-47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | -8.2% | +5.3% | -13.4% | -9.5% |
| 30D | -34.6% | +12.4% | -47.0% | -36.8% |
| 3M | -32.6% | +13.7% | -46.4% | -35.2% |
| 6M | -31.8% | +18.0% | -49.8% | -35.4% |
| YTD | +87.6% | +44.6% | +43.1% | +65.1% |
| 1Y | +86.7% | +53.1% | +33.6% | +60.7% |
| 3Y | +227.4% | +90.2% | +137.2% | +161.4% |
| 5Y | +173.0% | +215.0% | -42.0% | +83.7% |
| All | +173.0% | +220.1% | -47.1% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling