+53.2%
SPMO vs WETO
-99.4%
+152.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +0.6% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -1.9% | -39.9% | +38.0% | -2.9% |
| 3M | -1.4% | -97.9% | +96.5% | +0.8% |
| 6M | +25.5% | -95.0% | +120.5% | +25.7% |
| YTD | +24.8% | -97.2% | +122.0% | +25.9% |
| 1Y | +24.5% | -98.9% | +123.4% | +26.9% |
| All | +53.2% | -99.4% | +152.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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