+155.7%
MO vs W
+212.4%
-56.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +7.5% | +6.8% | +0.7% | +7.3% |
| 3M | +22.8% | +10.7% | +12.1% | +22.4% |
| 6M | +13.4% | +86.3% | -73.0% | +11.1% |
| YTD | +43.0% | +11.5% | +31.5% | +41.9% |
| 1Y | +45.2% | +5.1% | +40.1% | +44.3% |
| 3Y | +145.5% | +171.0% | -25.5% | +131.4% |
| 5Y | +157.1% | -56.6% | +213.7% | +156.2% |
| All | +155.7% | +212.4% | -56.7% | +119.5% |
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