+99.6%
MO vs WM
+52.1%
+47.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +0.6% | -2.4% | +3.0% | +1.5% |
| 3M | -1.0% | +0.4% | -1.4% | -0.8% |
| 6M | +4.3% | -9.5% | +13.8% | +7.8% |
| YTD | +23.3% | +0.5% | +22.8% | +23.3% |
| 1Y | +10.5% | -1.1% | +11.5% | +10.9% |
| 3Y | +96.3% | +46.0% | +50.2% | +73.1% |
| All | +99.6% | +52.1% | +47.5% | +67.3% |
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