+576.6%
SPMO vs GWW
+567.5%
+9.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.9% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | +1.9% | -1.0% | +2.9% | +1.9% |
| 6M | +27.8% | +16.3% | +11.5% | +21.4% |
| YTD | +26.7% | +28.5% | -1.9% | +16.2% |
| 1Y | +28.9% | +30.3% | -1.4% | +17.5% |
| 3Y | +160.7% | +91.6% | +69.1% | +109.6% |
| 5Y | +150.2% | +224.0% | -73.8% | +69.0% |
| 10Y | +517.5% | +551.3% | -33.8% | +256.2% |
| All | +576.6% | +567.5% | +9.1% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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