+549.0%
SIMO vs WTW
+197.9%
+351.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +12.5% | -7.8% | +20.3% | +14.8% |
| 30D | +18.4% | -7.9% | +26.3% | +20.6% |
| 3M | +5.6% | +19.9% | -14.3% | -0.8% |
| 6M | +116.9% | +9.8% | +107.1% | +107.8% |
| YTD | +188.4% | -3.3% | +191.7% | +185.5% |
| 1Y | +221.3% | -3.3% | +224.6% | +217.0% |
| 3Y | +438.6% | +61.5% | +377.0% | +314.9% |
| 5Y | +287.9% | +42.6% | +245.3% | +215.0% |
| All | +549.0% | +197.9% | +351.1% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling