+111.2%
MO vs WST
+325.7%
-214.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -2.3% |
| 30D | +3.6% | -4.3% | +7.9% | +4.0% |
| 3M | -3.7% | +0.7% | -4.5% | -3.8% |
| 6M | +4.5% | +36.0% | -31.5% | +1.4% |
| YTD | +21.5% | +22.7% | -1.2% | +18.9% |
| 1Y | +9.5% | +34.1% | -24.6% | +6.1% |
| 3Y | +93.6% | -13.6% | +107.1% | +92.2% |
| 5Y | +97.5% | -26.0% | +123.5% | +98.6% |
| 10Y | +111.2% | +335.8% | -224.6% | +47.1% |
| All | +111.2% | +325.7% | -214.5% | +47.1% |
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