+3,733.2%
MO vs WCC
+1,758.7%
+1,974.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -2.0% | +8.5% | -10.5% | -2.7% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -2.9% | +2.1% | -5.1% | -3.6% |
| 6M | +5.8% | +36.8% | -31.1% | +2.0% |
| YTD | +22.0% | +47.7% | -25.7% | +16.7% |
| 1Y | +10.7% | +66.5% | -55.8% | +4.3% |
| 3Y | +94.4% | +134.2% | -39.8% | +73.1% |
| 5Y | +97.2% | +231.6% | -134.5% | +66.2% |
| 10Y | +103.0% | +508.1% | -405.2% | +53.7% |
| All | +3,733.2% | +1,758.7% | +1,974.5% | +2,392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling