+10.5%
MO vs WPM
+53.7%
-43.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.0% |
| 7D | +0.3% | +1.1% | -0.7% | +0.5% |
| 30D | +0.6% | +26.4% | -25.7% | +3.2% |
| 3M | -1.0% | +20.8% | -21.8% | +2.0% |
| 6M | +4.3% | +1.1% | +3.2% | +6.7% |
| YTD | +23.3% | +32.5% | -9.2% | +27.4% |
| 1Y | +10.5% | +51.5% | -41.1% | +14.7% |
| All | +10.5% | +53.7% | -43.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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