+576.6%
SPMO vs WEC
+192.6%
+384.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | +1.9% | -2.9% | +4.8% | +2.5% |
| 6M | +27.8% | -5.9% | +33.7% | +29.4% |
| YTD | +26.7% | +4.1% | +22.5% | +24.4% |
| 1Y | +28.9% | +3.1% | +25.8% | +26.8% |
| 3Y | +160.7% | +40.8% | +119.9% | +130.1% |
| 5Y | +150.2% | +31.7% | +118.5% | +123.7% |
| 10Y | +517.5% | +141.1% | +376.4% | +408.1% |
| All | +576.6% | +192.6% | +384.0% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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