+95.0%
MO vs WBD
+145.7%
-50.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | +7.1% | +1.4% | +5.7% | +7.1% |
| 3M | -2.0% | +4.4% | -6.4% | -2.1% |
| 6M | +7.3% | +0.8% | +6.5% | +7.2% |
| YTD | +23.5% | -2.7% | +26.2% | +23.5% |
| 1Y | +11.0% | +73.4% | -62.4% | +8.3% |
| 3Y | +95.0% | +142.1% | -47.1% | +83.0% |
| All | +95.0% | +145.7% | -50.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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