+16,970.1%
MO vs WST
+14,995.2%
+1,974.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +8.0% | +12.3% | -4.3% | +6.3% |
| 3M | +20.9% | +17.5% | +3.4% | +18.2% |
| 6M | +16.3% | +28.2% | -11.9% | +12.1% |
| YTD | +40.7% | +50.4% | -9.7% | +32.1% |
| 1Y | +41.5% | +49.3% | -7.8% | +32.9% |
| 3Y | +141.5% | +21.8% | +119.7% | +124.6% |
| 5Y | +153.1% | +0.3% | +152.8% | +138.1% |
| 10Y | +149.3% | +451.2% | -301.9% | +69.3% |
| All | +16,970.1% | +14,995.2% | +1,974.9% | +6,529.9% |
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 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