+91.9%
MO vs WCC
+129.2%
-37.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.5% |
| 7D | -2.4% | +6.8% | -9.2% | -2.1% |
| 30D | +3.6% | -3.0% | +6.6% | +3.5% |
| 3M | -3.7% | +0.2% | -3.9% | -3.2% |
| 6M | +4.5% | +33.2% | -28.7% | +5.5% |
| YTD | +21.5% | +45.8% | -24.3% | +23.1% |
| 1Y | +9.5% | +68.4% | -58.9% | +11.4% |
| All | +91.9% | +129.2% | -37.3% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling