+110.9%
MO vs WPM
+558.4%
-447.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +7.1% | +14.4% | -7.3% | +6.4% |
| 3M | -2.0% | +37.0% | -38.9% | -3.6% |
| 6M | +7.3% | +4.1% | +3.2% | +7.0% |
| YTD | +23.5% | +31.7% | -8.3% | +20.7% |
| 1Y | +11.0% | +44.2% | -33.2% | +7.6% |
| 3Y | +95.0% | +265.5% | -170.5% | +74.8% |
| 5Y | +100.6% | +262.5% | -161.9% | +78.3% |
| All | +110.9% | +558.4% | -447.5% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling