+6,919.9%
MO vs WAB
+4,092.2%
+2,827.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +0.6% | -4.4% | +5.1% | +1.2% |
| 3M | -1.0% | +7.9% | -8.8% | -2.2% |
| 6M | +4.3% | +8.7% | -4.4% | +2.8% |
| YTD | +23.3% | +33.0% | -9.7% | +18.2% |
| 1Y | +10.5% | +46.7% | -36.2% | +4.4% |
| 3Y | +96.3% | +153.0% | -56.7% | +70.6% |
| 5Y | +98.9% | +222.3% | -123.4% | +66.2% |
| 10Y | +103.6% | +291.0% | -187.4% | +60.3% |
| All | +6,919.9% | +4,092.2% | +2,827.7% | +3,936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling