+197.7%
WMB vs SPMO
+495.2%
-297.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +7.8% | +6.3% | +1.5% | +4.3% |
| 30D | -5.1% | -8.9% | +3.8% | -0.3% |
| 3M | -4.7% | -13.2% | +8.5% | +2.5% |
| 6M | -7.4% | -9.3% | +1.9% | -4.2% |
| YTD | +17.5% | +11.6% | +5.9% | +6.9% |
| 1Y | +19.5% | +13.4% | +6.1% | +7.6% |
| 3Y | +121.3% | +122.9% | -1.6% | +28.5% |
| 5Y | +200.5% | +113.9% | +86.6% | +77.6% |
| 10Y | +281.9% | +460.5% | -178.7% | +58.6% |
| All | +197.7% | +495.2% | -297.6% | +17.5% |
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 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