+110.9%
MO vs WCN
+235.9%
-125.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -3.1% | +3.3% | +1.4% |
| 30D | +7.1% | -3.4% | +10.5% | +8.6% |
| 3M | -2.0% | +3.0% | -4.9% | -2.9% |
| 6M | +7.3% | -3.8% | +11.1% | +8.8% |
| YTD | +23.5% | -8.3% | +31.8% | +27.0% |
| 1Y | +11.0% | -9.7% | +20.7% | +14.7% |
| 3Y | +95.0% | +17.2% | +77.8% | +79.5% |
| 5Y | +100.6% | +25.3% | +75.4% | +76.5% |
| All | +110.9% | +235.9% | -125.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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