+306.7%
SIMO vs WTW
+45.2%
+261.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.3% |
| 7D | +14.5% | -7.1% | +21.6% | +15.0% |
| 30D | +20.4% | -8.5% | +29.0% | +21.0% |
| 3M | +7.1% | +20.6% | -13.4% | +4.9% |
| 6M | +129.2% | +7.2% | +122.0% | +129.0% |
| YTD | +201.9% | -3.9% | +205.8% | +207.6% |
| 1Y | +235.5% | -3.6% | +239.1% | +240.6% |
| 3Y | +463.8% | +60.7% | +403.2% | +346.8% |
| 5Y | +306.7% | +42.2% | +264.5% | +236.1% |
| All | +306.7% | +45.2% | +261.5% | +236.1% |
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