+46.2%
WM vs SPMO
+116.1%
-69.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -1.9% |
| 7D | +1.2% | -8.7% | +9.9% | +0.5% |
| 30D | +13.1% | -18.7% | +31.8% | +11.6% |
| 3M | +3.6% | -16.4% | +20.0% | +2.4% |
| 6M | +8.1% | -11.9% | +19.9% | +6.2% |
| YTD | +8.9% | +4.9% | +4.0% | +5.0% |
| 1Y | +20.3% | +6.2% | +14.1% | +15.7% |
| 3Y | +46.2% | +115.1% | -68.9% | +18.6% |
| All | +46.2% | +116.1% | -69.9% | +18.6% |
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