+94.5%
MO vs WCN
+18.2%
+76.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.0% | -4.4% | +3.4% | +0.6% |
| 30D | +5.8% | -4.4% | +10.2% | +7.5% |
| 3M | -4.5% | +0.5% | -5.0% | -4.4% |
| 6M | +5.7% | -3.3% | +9.0% | +6.9% |
| YTD | +23.1% | -8.5% | +31.6% | +26.3% |
| 1Y | +10.9% | -8.9% | +19.8% | +13.8% |
| All | +94.5% | +18.2% | +76.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling