+41.5%
MO vs WST
+49.4%
-8.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -0.8% | +1.1% | -1.9% | -0.8% |
| 30D | +8.0% | +12.4% | -4.4% | +7.8% |
| 3M | +20.9% | +17.6% | +3.3% | +20.6% |
| 6M | +16.3% | +28.3% | -12.0% | +16.0% |
| YTD | +40.7% | +50.5% | -9.8% | +39.6% |
| 1Y | +41.5% | +49.4% | -7.9% | +40.3% |
| All | +41.5% | +49.4% | -8.0% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling