+575.8%
SPMO vs WSM
+652.9%
-77.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | +1.1% | -9.3% | +10.4% | +3.0% |
| 3M | +2.0% | +7.1% | -5.0% | +0.5% |
| 6M | +26.5% | +21.7% | +4.8% | +21.3% |
| YTD | +26.5% | +28.7% | -2.2% | +19.7% |
| 1Y | +27.9% | +13.9% | +14.1% | +23.7% |
| 3Y | +160.4% | +232.2% | -71.8% | +98.3% |
| 5Y | +151.5% | +176.4% | -24.9% | +92.1% |
| 10Y | +526.3% | +1,072.4% | -546.1% | +244.1% |
| All | +575.8% | +652.9% | -77.1% | +297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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