-3.2%
WBD vs SPMO
+575.0%
-578.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.7% | +2.7% | -4.4% | -3.4% |
| 30D | +3.9% | +1.1% | +2.8% | +3.0% |
| 3M | +5.1% | +2.0% | +3.0% | +2.1% |
| 6M | +0.6% | +26.5% | -26.0% | -16.7% |
| YTD | -3.2% | +26.5% | -29.7% | -20.0% |
| 1Y | +127.7% | +27.9% | +99.7% | +86.5% |
| 3Y | +146.6% | +160.4% | -13.8% | +24.6% |
| 5Y | +4.2% | +151.5% | -147.3% | -46.1% |
| 10Y | +13.7% | +526.3% | -512.7% | -61.2% |
| All | -3.2% | +575.0% | -578.3% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling