+100.1%
MO vs WPM
+252.7%
-152.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.4% |
| 7D | -1.0% | -3.6% | +2.6% | -0.9% |
| 30D | +5.8% | +12.5% | -6.7% | +5.3% |
| 3M | -4.5% | +40.6% | -45.1% | -5.8% |
| 6M | +5.7% | +0.5% | +5.2% | +6.2% |
| YTD | +23.1% | +29.0% | -5.9% | +20.5% |
| 1Y | +10.9% | +43.8% | -32.9% | +7.2% |
| 3Y | +96.1% | +266.3% | -170.1% | +68.0% |
| 5Y | +100.1% | +255.1% | -155.0% | +64.3% |
| All | +100.1% | +252.7% | -152.6% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling