+465.4%
SIMO vs WTW
+60.9%
+404.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +1.2% |
| 7D | +14.5% | -7.1% | +21.6% | +12.5% |
| 30D | +20.4% | -8.5% | +29.0% | +18.1% |
| 3M | +7.1% | +20.6% | -13.4% | +12.8% |
| 6M | +129.2% | +7.2% | +122.0% | +140.6% |
| YTD | +201.9% | -3.9% | +205.8% | +216.6% |
| 1Y | +235.5% | -3.6% | +239.1% | +251.7% |
| All | +465.4% | +60.9% | +404.5% | +479.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling