+268.8%
MO vs W
+209.7%
+59.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +8.9% | +3.2% | +5.7% | +8.8% |
| 3M | +23.0% | +8.3% | +14.7% | +22.6% |
| 6M | +15.0% | +84.3% | -69.3% | +12.7% |
| YTD | +41.7% | +11.0% | +30.7% | +40.6% |
| 1Y | +43.3% | -0.2% | +43.5% | +42.6% |
| 3Y | +143.2% | +157.9% | -14.8% | +130.0% |
| 5Y | +154.7% | -56.8% | +211.5% | +152.2% |
| 10Y | +151.0% | +212.2% | -61.2% | +111.3% |
| All | +268.8% | +209.7% | +59.1% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling