+155.5%
MO vs WM
+61.9%
+93.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.3% | +3.2% | +0.1% | +2.1% |
| 30D | +7.5% | +13.0% | -5.5% | +2.8% |
| 3M | +22.8% | +9.2% | +13.5% | +18.7% |
| 6M | +13.4% | +13.6% | -0.3% | +8.5% |
| YTD | +43.0% | +12.4% | +30.6% | +37.2% |
| 1Y | +45.2% | +21.2% | +24.0% | +36.2% |
| 3Y | +145.5% | +48.7% | +96.9% | +113.8% |
| All | +155.5% | +61.9% | +93.6% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling