+11.0%
MO vs WPM
+46.6%
-35.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +7.1% | +14.4% | -7.3% | +8.7% |
| 3M | -2.0% | +37.0% | -38.9% | +1.7% |
| 6M | +7.3% | +4.1% | +3.2% | +9.8% |
| YTD | +23.5% | +31.7% | -8.3% | +27.4% |
| 1Y | +11.0% | +44.2% | -33.2% | +15.6% |
| All | +11.0% | +46.6% | -35.6% | +15.6% |
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