+45.3%
MO vs WCC
+24.5%
+20.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.9% | +11.3% | +0.4% |
| 7D | +6.9% | -8.8% | +15.7% | +5.9% |
| 30D | +14.9% | -16.0% | +30.9% | +13.0% |
| 3M | +16.4% | -15.2% | +31.6% | +15.1% |
| 6M | +9.6% | -8.4% | +17.9% | +9.8% |
| YTD | +41.8% | +30.1% | +11.8% | +41.0% |
| 1Y | +45.3% | +26.4% | +18.9% | +44.9% |
| All | +45.3% | +24.5% | +20.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling