+142.1%
WBD vs SPMO
+155.8%
-13.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.2% |
| 30D | +1.4% | -1.9% | +3.3% | +2.4% |
| 3M | +4.4% | -1.4% | +5.7% | +3.6% |
| 6M | +0.8% | +25.5% | -24.7% | -18.6% |
| YTD | -2.7% | +24.8% | -27.5% | -21.3% |
| 1Y | +73.4% | +24.5% | +48.9% | +40.2% |
| 3Y | +142.1% | +157.1% | -15.0% | -2.5% |
| All | +142.1% | +155.8% | -13.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling