+170.0%
SIMO vs WTW
+55.3%
+114.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -5.6% |
| 7D | +4.1% | +2.0% | +2.1% | +4.2% |
| 30D | -24.0% | +12.9% | -36.8% | -24.1% |
| 3M | -31.8% | +0.7% | -32.5% | -31.5% |
| 6M | -36.9% | +39.5% | -76.4% | -39.2% |
| YTD | +84.8% | +3.1% | +81.7% | +88.5% |
| 1Y | +99.0% | +4.8% | +94.2% | +101.6% |
| 3Y | +217.9% | +42.9% | +175.0% | +174.9% |
| All | +170.0% | +55.3% | +114.7% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling