+151.5%
SPMO vs WAT
-4.9%
+156.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +1.1% | -1.7% | +2.8% | +1.4% |
| 3M | +2.0% | +9.1% | -7.0% | -0.1% |
| 6M | +26.5% | +32.4% | -5.9% | +17.7% |
| YTD | +26.5% | +6.6% | +19.9% | +23.3% |
| 1Y | +27.9% | +34.7% | -6.8% | +17.0% |
| 3Y | +160.4% | +53.6% | +106.8% | +121.7% |
| 5Y | +151.5% | -4.1% | +155.6% | +145.3% |
| All | +151.5% | -4.9% | +156.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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