+220.9%
MO vs W
+176.2%
+44.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | +0.3% | -4.2% | +4.5% | +0.4% |
| 30D | +0.6% | -7.6% | +8.2% | +0.8% |
| 3M | -1.0% | +37.2% | -38.1% | -2.0% |
| 6M | +4.3% | +26.3% | -22.0% | +3.3% |
| YTD | +23.3% | -1.0% | +24.3% | +22.8% |
| 1Y | +10.5% | +20.1% | -9.6% | +9.1% |
| 3Y | +96.3% | +37.8% | +58.5% | +89.8% |
| 5Y | +98.9% | -63.7% | +162.5% | +98.1% |
| 10Y | +103.6% | +156.3% | -52.7% | +72.5% |
| All | +220.9% | +176.2% | +44.7% | +169.9% |
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