+573.2%
SPMO vs WU
-30.6%
+603.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | -1.9% | -3.9% | +2.0% | -2.2% |
| 6M | +25.0% | -20.7% | +45.7% | +30.8% |
| YTD | +26.0% | -18.4% | +44.4% | +30.5% |
| 1Y | +28.7% | -8.1% | +36.7% | +28.1% |
| 3Y | +160.9% | -24.2% | +185.1% | +169.0% |
| 5Y | +147.9% | -50.4% | +198.4% | +187.6% |
| 10Y | +518.9% | -40.0% | +559.0% | +550.8% |
| All | +573.2% | -30.6% | +603.8% | +610.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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