+4,392.6%
MO vs WCC
+1,563.0%
+2,829.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +3.3% | +9.9% | -6.6% | +2.4% |
| 30D | +7.5% | -8.4% | +16.0% | +8.1% |
| 3M | +22.8% | -10.3% | +33.1% | +23.4% |
| 6M | +13.4% | -10.5% | +23.8% | +13.4% |
| YTD | +43.0% | +32.2% | +10.8% | +37.6% |
| 1Y | +45.2% | +25.5% | +19.7% | +40.3% |
| 3Y | +145.5% | +134.7% | +10.8% | +117.7% |
| 5Y | +157.1% | +139.9% | +17.1% | +123.0% |
| 10Y | +153.3% | +433.5% | -280.1% | +93.5% |
| All | +4,392.6% | +1,563.0% | +2,829.5% | +2,839.2% |
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 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