+110.3%
MO vs WAT
+166.5%
-56.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | +5.8% | -3.2% | +9.0% | +6.2% |
| 3M | -4.5% | +10.6% | -15.1% | -6.1% |
| 6M | +5.7% | +34.0% | -28.3% | +0.4% |
| YTD | +23.1% | +5.7% | +17.4% | +21.2% |
| 1Y | +10.9% | +37.1% | -26.2% | +4.3% |
| 3Y | +96.1% | +52.4% | +43.8% | +73.6% |
| 5Y | +100.1% | -4.4% | +104.5% | +95.7% |
| All | +110.3% | +166.5% | -56.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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