+326.4%
WM vs SPMO
+449.2%
-122.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.2% | -2.6% | +3.8% | +1.9% |
| 30D | +13.7% | -14.2% | +27.9% | +19.3% |
| 3M | +5.2% | -12.7% | +17.9% | +9.4% |
| 6M | +11.2% | -9.6% | +20.8% | +12.2% |
| YTD | +9.4% | +9.3% | +0.1% | +1.1% |
| 1Y | +20.4% | +8.2% | +12.1% | +11.5% |
| 3Y | +44.7% | +119.4% | -74.7% | -9.0% |
| 5Y | +58.5% | +112.5% | -54.0% | +0.4% |
| 10Y | +326.4% | +449.2% | -122.9% | +73.4% |
| All | +326.4% | +449.2% | -122.9% | +73.4% |
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 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