+114.4%
SPMO vs WAB
+214.2%
-99.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | +6.3% | +5.1% | +1.3% | +3.8% |
| 30D | -8.9% | +4.0% | -12.9% | -10.6% |
| 3M | -13.2% | +0.1% | -13.3% | -13.3% |
| 6M | -9.3% | +12.8% | -22.1% | -14.9% |
| YTD | +11.6% | +40.1% | -28.5% | -6.5% |
| 1Y | +13.4% | +46.4% | -33.0% | -7.1% |
| 3Y | +122.9% | +167.4% | -44.5% | +34.5% |
| All | +114.4% | +214.2% | -99.8% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling