+573.2%
SPMO vs WWD
+702.6%
-129.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.6% |
| 30D | -0.4% | -7.2% | +6.8% | +1.7% |
| 3M | -1.9% | -3.8% | +2.0% | -1.2% |
| 6M | +25.0% | -9.9% | +35.0% | +27.8% |
| YTD | +26.0% | +14.8% | +11.2% | +19.9% |
| 1Y | +28.7% | +42.1% | -13.4% | +14.7% |
| 3Y | +160.9% | +170.8% | -9.9% | +92.2% |
| 5Y | +147.9% | +197.5% | -49.6% | +74.7% |
| 10Y | +518.9% | +477.8% | +41.1% | +266.0% |
| All | +573.2% | +702.6% | -129.4% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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