+110.3%
MO vs W
+155.6%
-45.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +5.8% | -5.6% | +11.4% | +5.9% |
| 3M | -4.5% | +41.9% | -46.4% | -5.6% |
| 6M | +5.7% | +30.2% | -24.5% | +4.6% |
| YTD | +23.1% | -2.9% | +26.1% | +22.7% |
| 1Y | +10.9% | +11.6% | -0.7% | +9.8% |
| 3Y | +96.1% | +37.0% | +59.2% | +89.7% |
| 5Y | +100.1% | -62.8% | +162.9% | +100.1% |
| All | +110.3% | +155.6% | -45.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling