+100.1%
MO vs WCC
+211.6%
-111.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | +5.8% | -6.1% | +11.8% | +5.9% |
| 3M | -4.5% | +3.1% | -7.6% | -4.7% |
| 6M | +5.7% | +28.2% | -22.5% | +4.4% |
| YTD | +23.1% | +41.1% | -18.0% | +21.1% |
| 1Y | +10.9% | +61.3% | -50.4% | +8.2% |
| 3Y | +96.1% | +123.6% | -27.5% | +82.8% |
| 5Y | +100.1% | +214.8% | -114.7% | +72.6% |
| All | +100.1% | +211.6% | -111.6% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling