+517.6%
SPMO vs WCN
+235.9%
+281.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.9% | -3.1% | +2.2% | +0.5% |
| 30D | -1.9% | -3.4% | +1.5% | -0.4% |
| 3M | -1.4% | +3.0% | -4.3% | -3.8% |
| 6M | +25.5% | -3.8% | +29.2% | +25.7% |
| YTD | +24.8% | -8.3% | +33.2% | +27.8% |
| 1Y | +24.5% | -9.7% | +34.2% | +28.0% |
| 3Y | +157.1% | +17.2% | +140.0% | +122.8% |
| 5Y | +149.5% | +25.3% | +124.2% | +103.3% |
| All | +517.6% | +235.9% | +281.7% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling