+14,854.2%
MO vs WST
+12,330.1%
+2,524.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +0.6% | -3.1% | +3.8% | +1.1% |
| 3M | -1.0% | +7.2% | -8.2% | -2.1% |
| 6M | +4.3% | +36.8% | -32.5% | -0.5% |
| YTD | +23.3% | +23.8% | -0.6% | +19.0% |
| 1Y | +10.5% | +37.8% | -27.3% | +4.7% |
| 3Y | +96.3% | -15.9% | +112.2% | +93.0% |
| 5Y | +98.9% | -25.8% | +124.7% | +95.7% |
| 10Y | +103.6% | +319.6% | -216.0% | +43.8% |
| All | +14,854.2% | +12,330.1% | +2,524.0% | +5,868.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling