+155.7%
MO vs WMB
+282.5%
-126.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.3% | +7.8% | -4.5% | +1.5% |
| 30D | +7.5% | -5.1% | +12.6% | +8.5% |
| 3M | +22.8% | -4.7% | +27.5% | +23.6% |
| 6M | +13.4% | -7.4% | +20.8% | +14.7% |
| YTD | +43.0% | +17.5% | +25.5% | +36.6% |
| 1Y | +45.2% | +19.5% | +25.8% | +38.1% |
| 3Y | +145.5% | +121.3% | +24.3% | +96.7% |
| 5Y | +157.1% | +200.5% | -43.5% | +89.3% |
| All | +155.7% | +282.5% | -126.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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