+576.6%
SPMO vs WAB
+222.6%
+354.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +3.4% | +1.7% | +1.7% | +2.9% |
| 30D | +0.5% | -2.4% | +2.9% | +1.3% |
| 3M | +1.9% | +9.7% | -7.8% | -1.0% |
| 6M | +27.8% | +16.5% | +11.3% | +21.8% |
| YTD | +26.7% | +33.7% | -7.1% | +15.8% |
| 1Y | +28.9% | +49.7% | -20.8% | +13.8% |
| 3Y | +160.7% | +170.9% | -10.3% | +95.7% |
| 5Y | +150.2% | +228.0% | -77.9% | +77.9% |
| 10Y | +517.5% | +284.8% | +232.7% | +293.9% |
| All | +576.6% | +222.6% | +354.0% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling