+563.4%
SPMO vs WCN
+404.2%
+159.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +0.1% | -4.4% | +4.5% | +2.0% |
| 30D | -0.7% | -4.4% | +3.7% | +1.1% |
| 3M | +2.8% | +0.5% | +2.4% | +1.6% |
| 6M | +24.4% | -3.3% | +27.7% | +24.3% |
| YTD | +24.2% | -8.5% | +32.7% | +27.0% |
| 1Y | +24.5% | -8.9% | +33.4% | +27.1% |
| 3Y | +155.6% | +18.0% | +137.5% | +124.6% |
| 5Y | +148.2% | +25.0% | +123.1% | +108.2% |
| 10Y | +514.8% | +234.7% | +280.1% | +277.9% |
| All | +563.4% | +404.2% | +159.2% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling