+10.5%
MO vs WCC
+61.8%
-51.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -0.3% |
| 7D | +0.3% | +4.5% | -4.1% | +1.0% |
| 30D | +0.6% | -5.8% | +6.4% | 0.0% |
| 3M | -1.0% | -3.7% | +2.7% | +0.2% |
| 6M | +4.3% | +23.1% | -18.7% | +7.2% |
| YTD | +23.3% | +44.2% | -20.9% | +32.8% |
| 1Y | +10.5% | +62.1% | -51.6% | +27.2% |
| All | +10.5% | +61.8% | -51.3% | +27.2% |
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