+110.9%
MO vs WAB
+296.8%
-185.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.1% | -4.1% | +11.2% | +7.9% |
| 3M | -2.0% | +8.2% | -10.1% | -3.6% |
| 6M | +7.3% | +15.4% | -8.1% | +4.1% |
| YTD | +23.5% | +33.1% | -9.7% | +16.6% |
| 1Y | +11.0% | +48.1% | -37.1% | +2.5% |
| 3Y | +95.0% | +167.7% | -72.7% | +57.1% |
| 5Y | +100.6% | +225.7% | -125.1% | +53.3% |
| All | +110.9% | +296.8% | -185.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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