+95.0%
MO vs WTW
+61.9%
+33.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -5.7% | +5.9% | +0.5% |
| 30D | +7.1% | -7.3% | +14.4% | +7.6% |
| 3M | -2.0% | +21.5% | -23.4% | -3.2% |
| 6M | +7.3% | +9.6% | -2.3% | +6.3% |
| YTD | +23.5% | -3.3% | +26.7% | +24.2% |
| 1Y | +11.0% | -6.1% | +17.1% | +12.1% |
| 3Y | +95.0% | +61.8% | +33.2% | +119.6% |
| All | +95.0% | +61.9% | +33.1% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling