+14,639.2%
MO vs GWW
+13,989.5%
+649.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +3.6% | -1.4% | +5.0% | +3.9% |
| 3M | -3.7% | -3.6% | -0.1% | -3.1% |
| 6M | +4.5% | +15.1% | -10.6% | +1.2% |
| YTD | +21.5% | +27.5% | -6.0% | +15.0% |
| 1Y | +9.5% | +29.6% | -20.1% | +3.2% |
| 3Y | +93.6% | +90.1% | +3.5% | +66.0% |
| 5Y | +97.5% | +222.6% | -125.1% | +49.1% |
| 10Y | +111.2% | +566.5% | -455.4% | +32.4% |
| All | +14,639.2% | +13,989.5% | +649.8% | +3,830.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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