+97.5%
MO vs W
-62.3%
+159.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.4% | +5.9% | -8.3% | -2.4% |
| 30D | +3.6% | -3.0% | +6.6% | +3.6% |
| 3M | -3.7% | +40.3% | -44.1% | -3.6% |
| 6M | +4.5% | +32.2% | -27.7% | +4.7% |
| YTD | +21.5% | -0.3% | +21.8% | +21.9% |
| 1Y | +9.5% | +16.2% | -6.6% | +9.7% |
| 3Y | +93.6% | +40.7% | +52.9% | +92.8% |
| 5Y | +97.5% | -62.3% | +159.8% | +93.2% |
| All | +97.5% | -62.3% | +159.8% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling