+220.0%
SIMO vs WTW
+3.0%
+217.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.1% | +10.8% | +7.5% |
| 7D | +4.2% | -2.6% | +6.9% | +2.8% |
| 30D | +4.1% | -1.0% | +5.1% | +3.9% |
| 3M | -12.9% | +29.9% | -42.8% | +3.4% |
| 6M | +110.3% | +10.7% | +99.6% | +139.1% |
| YTD | +178.6% | +2.6% | +176.0% | +212.3% |
| 1Y | +220.0% | +2.8% | +217.2% | +256.4% |
| All | +220.0% | +3.0% | +217.0% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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