+110.9%
MO vs WCC
+541.6%
-430.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -0.1% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +7.1% | -2.1% | +9.3% | +7.2% |
| 3M | -2.0% | +3.8% | -5.8% | -2.8% |
| 6M | +7.3% | +35.0% | -27.7% | +3.1% |
| YTD | +23.5% | +46.4% | -22.9% | +17.4% |
| 1Y | +11.0% | +63.0% | -52.0% | +3.8% |
| 3Y | +95.0% | +133.9% | -38.9% | +68.6% |
| 5Y | +100.6% | +226.5% | -125.9% | +59.4% |
| All | +110.9% | +541.6% | -430.8% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling