+153.3%
MO vs WST
+449.7%
-296.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +0.4% | +4.9% | -4.4% | 0.0% |
| 30D | +8.9% | +10.7% | -1.8% | +7.9% |
| 3M | +23.0% | +16.8% | +6.1% | +21.3% |
| 6M | +15.0% | +32.0% | -17.0% | +12.1% |
| YTD | +41.7% | +49.9% | -8.2% | +36.2% |
| 1Y | +43.3% | +50.6% | -7.3% | +37.6% |
| 3Y | +143.2% | +21.4% | +121.7% | +132.5% |
| 5Y | +154.7% | -0.6% | +155.3% | +147.4% |
| All | +153.3% | +449.7% | -296.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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