+2,198.9%
SIMO vs WTW
+516.7%
+1,682.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -6.4% |
| 7D | +4.1% | +2.0% | +2.1% | +3.2% |
| 30D | -24.0% | +12.9% | -36.8% | -28.4% |
| 3M | -31.8% | +0.7% | -32.5% | -33.2% |
| 6M | -36.9% | +39.5% | -76.4% | -47.6% |
| YTD | +84.8% | +3.1% | +81.7% | +72.0% |
| 1Y | +99.0% | +4.8% | +94.2% | +83.4% |
| 3Y | +217.9% | +42.9% | +175.0% | +143.9% |
| 5Y | +171.5% | +55.3% | +116.2% | +97.2% |
| 10Y | +393.3% | +217.2% | +176.1% | +127.9% |
| All | +2,198.9% | +516.7% | +1,682.2% | +520.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling