+14,854.2%
MO vs WEC
+3,978.4%
+10,875.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.6% | -1.3% | +1.9% | +1.1% |
| 3M | -1.0% | -3.9% | +2.9% | +0.6% |
| 6M | +4.3% | -8.3% | +12.7% | +8.0% |
| YTD | +23.3% | +3.1% | +20.2% | +21.9% |
| 1Y | +10.5% | +1.9% | +8.5% | +9.7% |
| 3Y | +96.3% | +41.9% | +54.3% | +70.6% |
| 5Y | +98.9% | +30.8% | +68.1% | +76.2% |
| 10Y | +103.6% | +141.9% | -38.3% | +37.9% |
| All | +14,854.2% | +3,978.4% | +10,875.7% | +3,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling