+443.4%
WM vs SPMO
+459.7%
-16.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | +1.2% | -8.7% | +9.9% | +4.1% |
| 30D | +13.1% | -18.7% | +31.8% | +20.7% |
| 3M | +3.6% | -16.4% | +20.0% | +9.3% |
| 6M | +8.1% | -11.9% | +19.9% | +9.8% |
| YTD | +8.9% | +4.9% | +4.0% | +2.2% |
| 1Y | +20.3% | +6.2% | +14.1% | +12.1% |
| 3Y | +46.2% | +115.1% | -68.9% | -6.7% |
| 5Y | +59.9% | +102.2% | -42.3% | +4.4% |
| 10Y | +345.6% | +422.3% | -76.7% | +92.6% |
| All | +443.4% | +459.7% | -16.3% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling