+505.5%
SPMO vs WST
+682.5%
-177.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +9.8% | +4.9% | +4.9% | +8.7% |
| 30D | -9.2% | +10.7% | -19.9% | -11.1% |
| 3M | -11.0% | +16.8% | -27.8% | -14.0% |
| 6M | -6.6% | +32.0% | -38.6% | -12.5% |
| YTD | +13.3% | +49.9% | -36.6% | +2.7% |
| 1Y | +12.7% | +50.6% | -38.0% | +1.9% |
| 3Y | +127.5% | +21.4% | +106.1% | +102.4% |
| 5Y | +117.4% | -0.6% | +117.9% | +102.3% |
| 10Y | +469.5% | +449.4% | +20.1% | +216.7% |
| All | +505.5% | +682.5% | -177.0% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling