+517.6%
SPMO vs WTW
+198.0%
+319.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.9% | -5.7% | +4.8% | +0.9% |
| 30D | -1.9% | -7.3% | +5.3% | +0.4% |
| 3M | -1.4% | +21.5% | -22.8% | -8.6% |
| 6M | +25.5% | +9.6% | +15.9% | +19.6% |
| YTD | +24.8% | -3.3% | +28.1% | +24.0% |
| 1Y | +24.5% | -6.1% | +30.6% | +24.9% |
| 3Y | +157.1% | +61.8% | +95.3% | +99.2% |
| 5Y | +149.5% | +42.7% | +106.8% | +101.6% |
| All | +517.6% | +198.0% | +319.6% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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