+91.9%
MO vs WAB
+164.8%
-72.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +3.6% | -4.6% | +8.1% | +3.6% |
| 3M | -3.7% | +5.6% | -9.3% | -3.7% |
| 6M | +4.5% | +13.8% | -9.3% | +4.5% |
| YTD | +21.5% | +31.9% | -10.3% | +21.2% |
| 1Y | +9.5% | +48.3% | -38.7% | +9.0% |
| All | +91.9% | +164.8% | -72.9% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling