+114.4%
SPMO vs WAT
+28.6%
+85.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.3% | +0.6% | +5.8% | +6.2% |
| 30D | -8.9% | +5.4% | -14.3% | -9.9% |
| 3M | -13.2% | +11.3% | -24.5% | -15.4% |
| 6M | -9.3% | +37.4% | -46.7% | -15.9% |
| YTD | +11.6% | +21.2% | -9.6% | +5.5% |
| 1Y | +13.4% | +21.3% | -8.0% | +7.1% |
| 3Y | +122.9% | +83.4% | +39.5% | +81.6% |
| All | +114.4% | +28.6% | +85.8% | +89.3% |
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