+514.3%
SPMO vs WST
+341.6%
+172.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | -0.7% | -2.0% | +1.3% | -0.3% |
| 3M | +2.8% | +4.1% | -1.3% | +1.7% |
| 6M | +24.4% | +47.4% | -23.0% | +13.2% |
| YTD | +24.2% | +25.4% | -1.2% | +16.9% |
| 1Y | +24.5% | +35.3% | -10.8% | +14.5% |
| 3Y | +155.6% | -11.7% | +167.3% | +147.2% |
| 5Y | +148.2% | -24.0% | +172.2% | +149.3% |
| All | +514.3% | +341.6% | +172.7% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling