+53.9%
WM vs SPMO
+147.4%
-93.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +0.4% | -1.9% | +2.3% | +0.3% |
| 6M | -9.5% | +25.0% | -34.5% | -15.4% |
| YTD | +0.5% | +26.0% | -25.5% | -6.3% |
| 1Y | -1.1% | +28.7% | -29.8% | -8.7% |
| 3Y | +46.0% | +160.9% | -114.9% | -1.0% |
| All | +53.9% | +147.4% | -93.5% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling