+213.8%
WMB vs SPMO
+566.1%
-352.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | -0.4% | -1.9% | +1.5% | +0.5% |
| 3M | +3.2% | -1.4% | +4.6% | +3.0% |
| 6M | +0.1% | +25.5% | -25.4% | -14.1% |
| YTD | +23.9% | +24.8% | -1.0% | +6.4% |
| 1Y | +27.6% | +24.5% | +3.1% | +9.5% |
| 3Y | +141.9% | +157.1% | -15.2% | +29.9% |
| 5Y | +273.8% | +149.5% | +124.3% | +103.0% |
| 10Y | +303.4% | +518.1% | -214.6% | +57.4% |
| All | +213.8% | +566.1% | -352.2% | +16.9% |
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