+148.2%
SPMO vs WCC
+211.6%
-63.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -0.7% | -6.1% | +5.4% | +0.9% |
| 3M | +2.8% | +3.1% | -0.2% | +1.8% |
| 6M | +24.4% | +28.2% | -3.8% | +16.2% |
| YTD | +24.2% | +41.1% | -16.9% | +12.8% |
| 1Y | +24.5% | +61.3% | -36.8% | +8.8% |
| 3Y | +155.6% | +123.6% | +31.9% | +96.5% |
| 5Y | +148.2% | +214.8% | -66.6% | +60.5% |
| All | +148.2% | +211.6% | -63.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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