+91.9%
MO vs W
+38.0%
+53.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.4% | +5.9% | -8.3% | -2.3% |
| 30D | +3.6% | -3.0% | +6.6% | +3.5% |
| 3M | -3.7% | +40.3% | -44.1% | -2.7% |
| 6M | +4.5% | +32.2% | -27.7% | +5.7% |
| YTD | +21.5% | -0.3% | +21.8% | +22.7% |
| 1Y | +9.5% | +16.2% | -6.6% | +10.8% |
| All | +91.9% | +38.0% | +53.9% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling