+1,491.5%
MO vs WPM
+6,037.2%
-4,545.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -2.4% | +3.9% | -6.3% | -2.6% |
| 30D | +3.6% | +17.7% | -14.1% | +2.6% |
| 3M | -3.7% | +39.4% | -43.1% | -5.7% |
| 6M | +4.5% | +6.4% | -1.9% | +3.7% |
| YTD | +21.5% | +34.0% | -12.5% | +18.6% |
| 1Y | +9.5% | +50.5% | -41.0% | +6.0% |
| 3Y | +93.6% | +280.3% | -186.7% | +75.9% |
| 5Y | +97.5% | +266.3% | -168.8% | +78.8% |
| 10Y | +111.2% | +550.8% | -439.6% | +81.5% |
| All | +1,491.5% | +6,037.2% | -4,545.7% | +1,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling