+155.7%
MO vs WEC
+197.9%
-42.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +3.3% | +2.3% | +1.0% | +2.4% |
| 30D | +7.5% | +11.1% | -3.5% | +3.2% |
| 3M | +22.8% | +8.4% | +14.3% | +18.9% |
| 6M | +13.4% | +7.5% | +5.8% | +10.1% |
| YTD | +43.0% | +15.3% | +27.7% | +35.3% |
| 1Y | +45.2% | +9.7% | +35.5% | +40.0% |
| 3Y | +145.5% | +64.7% | +80.9% | +102.6% |
| 5Y | +157.1% | +57.3% | +99.8% | +113.0% |
| All | +155.7% | +197.9% | -42.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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