+477.6%
WMT vs SPMO
+575.0%
-97.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | +2.7% | -3.0% | -1.2% |
| 30D | -5.8% | +1.1% | -6.9% | -6.3% |
| 3M | -10.8% | +2.0% | -12.8% | -12.3% |
| 6M | -14.3% | +26.5% | -40.9% | -23.4% |
| YTD | -4.4% | +26.5% | -30.9% | -14.7% |
| 1Y | +4.3% | +27.9% | -23.6% | -7.6% |
| 3Y | +100.1% | +160.4% | -60.3% | +28.2% |
| 5Y | +130.8% | +151.5% | -20.7% | +48.7% |
| 10Y | +433.7% | +526.3% | -92.6% | +150.5% |
| All | +477.6% | +575.0% | -97.5% | +167.6% |
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 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