+563.4%
SPMO vs WTW
+230.4%
+333.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.0% |
| 7D | +0.1% | -7.8% | +7.9% | +2.5% |
| 30D | -0.7% | -7.9% | +7.2% | +1.7% |
| 3M | +2.8% | +19.9% | -17.1% | -3.8% |
| 6M | +24.4% | +9.8% | +14.6% | +19.0% |
| YTD | +24.2% | -3.3% | +27.5% | +23.5% |
| 1Y | +24.5% | -3.3% | +27.8% | +23.4% |
| 3Y | +155.6% | +61.5% | +94.0% | +102.9% |
| 5Y | +148.2% | +42.6% | +105.6% | +104.8% |
| 10Y | +514.8% | +197.1% | +317.8% | +312.3% |
| All | +563.4% | +230.4% | +333.0% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling