+517.6%
SPMO vs WAB
+296.8%
+220.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -1.9% | -4.1% | +2.2% | -0.6% |
| 3M | -1.4% | +8.2% | -9.5% | -4.0% |
| 6M | +25.5% | +15.4% | +10.1% | +19.5% |
| YTD | +24.8% | +33.1% | -8.3% | +13.4% |
| 1Y | +24.5% | +48.1% | -23.6% | +9.2% |
| 3Y | +157.1% | +167.7% | -10.6% | +88.7% |
| 5Y | +149.5% | +225.7% | -76.2% | +72.1% |
| All | +517.6% | +296.8% | +220.8% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling