+576.6%
SPMO vs WPM
+1,109.8%
-533.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.4% | +7.0% | -3.6% | +2.6% |
| 30D | +0.5% | +15.7% | -15.2% | -1.3% |
| 3M | +1.9% | +35.2% | -33.3% | -1.8% |
| 6M | +27.8% | +6.1% | +21.7% | +26.1% |
| YTD | +26.7% | +32.6% | -5.9% | +21.8% |
| 1Y | +28.9% | +46.9% | -18.0% | +22.4% |
| 3Y | +160.7% | +276.3% | -115.6% | +124.4% |
| 5Y | +150.2% | +260.0% | -109.8% | +114.0% |
| 10Y | +517.5% | +508.5% | +9.0% | +418.0% |
| All | +576.6% | +1,109.8% | -533.2% | +471.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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