+45.3%
MO vs WM
+21.9%
+23.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.4% |
| 7D | +6.9% | +5.9% | +1.0% | +3.3% |
| 30D | +14.9% | +15.4% | -0.5% | +5.1% |
| 3M | +16.4% | +6.3% | +10.1% | +11.9% |
| 6M | +9.6% | +5.6% | +4.0% | +6.0% |
| YTD | +41.8% | +9.9% | +31.9% | +34.3% |
| 1Y | +45.3% | +20.8% | +24.5% | +31.8% |
| All | +45.3% | +21.9% | +23.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling