+1,188.5%
WDC vs SPMO
+517.6%
+671.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.7% |
| 7D | -4.3% | -0.9% | -3.4% | -3.1% |
| 30D | -1.5% | -1.9% | +0.4% | +1.7% |
| 3M | -15.5% | -1.4% | -14.1% | -10.3% |
| 6M | +66.5% | +25.5% | +41.0% | +34.0% |
| YTD | +159.9% | +24.8% | +135.0% | +112.2% |
| 1Y | +366.0% | +24.5% | +341.5% | +285.4% |
| 3Y | +1,285.8% | +157.1% | +1,128.7% | +409.0% |
| 5Y | +925.6% | +149.5% | +776.1% | +293.6% |
| All | +1,188.5% | +517.6% | +671.0% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling