+417.4%
WDC vs SPMO
+29.9%
+387.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +2.4% |
| 7D | +1.7% | +2.0% | -0.3% | -2.6% |
| 30D | -10.0% | -0.4% | -9.6% | -8.4% |
| 3M | -18.8% | -1.9% | -16.9% | -10.7% |
| 6M | +79.0% | +25.0% | +54.0% | +17.2% |
| YTD | +171.6% | +26.0% | +145.5% | +76.2% |
| 1Y | +417.4% | +28.7% | +388.7% | +229.4% |
| All | +417.4% | +29.9% | +387.5% | +229.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling