+99.0%
SIMO vs WTW
+6.3%
+92.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -4.0% |
| 7D | +4.1% | +2.0% | +2.1% | +5.9% |
| 30D | -24.0% | +12.9% | -36.8% | -15.8% |
| 3M | -31.8% | +0.7% | -32.5% | -28.9% |
| 6M | -36.9% | +39.5% | -76.4% | -18.5% |
| YTD | +84.8% | +3.1% | +81.7% | +114.4% |
| 1Y | +99.0% | +4.8% | +94.2% | +131.0% |
| All | +99.0% | +6.3% | +92.7% | +131.0% |
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