+495.9%
SPMO vs WAT
+282.3%
+213.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -13.2% | +11.3% | -24.5% | -16.0% |
| 6M | -9.3% | +37.4% | -46.7% | -17.8% |
| YTD | +11.6% | +21.2% | -9.6% | +3.8% |
| 1Y | +13.4% | +21.3% | -8.0% | +5.4% |
| 3Y | +122.9% | +83.4% | +39.5% | +72.8% |
| 5Y | +113.9% | +29.0% | +84.9% | +83.9% |
| 10Y | +460.5% | +223.9% | +236.6% | +261.9% |
| All | +495.9% | +282.3% | +213.6% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling