+1,485.4%
MO vs WBD
+288.3%
+1,197.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.2% |
| 30D | +3.6% | +3.9% | -0.3% | +3.1% |
| 3M | -3.7% | +5.1% | -8.8% | -4.4% |
| 6M | +4.5% | +0.6% | +3.9% | +4.3% |
| YTD | +21.5% | -3.2% | +24.7% | +21.8% |
| 1Y | +9.5% | +127.7% | -118.1% | -3.3% |
| 3Y | +93.6% | +146.6% | -53.0% | +62.2% |
| 5Y | +97.5% | +4.2% | +93.3% | +81.7% |
| 10Y | +111.2% | +13.7% | +97.5% | +75.2% |
| All | +1,485.4% | +288.3% | +1,197.0% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling