+14,639.2%
MO vs WSM
+34,771.0%
-20,131.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -2.6% |
| 30D | +3.6% | -9.3% | +12.9% | +4.3% |
| 3M | -3.7% | +7.1% | -10.8% | -4.2% |
| 6M | +4.5% | +21.7% | -17.2% | +2.8% |
| YTD | +21.5% | +28.7% | -7.2% | +18.9% |
| 1Y | +9.5% | +13.9% | -4.3% | +8.0% |
| 3Y | +93.6% | +232.2% | -138.6% | +73.1% |
| 5Y | +97.5% | +176.4% | -78.9% | +76.5% |
| 10Y | +111.2% | +1,072.4% | -961.3% | +65.3% |
| All | +14,639.2% | +34,771.0% | -20,131.8% | +7,984.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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