+2,556.0%
MO vs WTW
+1,101.3%
+1,454.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.0% | -7.8% | +6.8% | +0.6% |
| 30D | +5.8% | -7.9% | +13.7% | +7.5% |
| 3M | -4.5% | +19.9% | -24.5% | -8.2% |
| 6M | +5.7% | +9.8% | -4.1% | +3.0% |
| YTD | +23.1% | -3.3% | +26.5% | +22.7% |
| 1Y | +10.9% | -3.3% | +14.2% | +10.5% |
| 3Y | +96.1% | +61.5% | +34.6% | +74.0% |
| 5Y | +100.1% | +42.6% | +57.5% | +80.4% |
| 10Y | +114.0% | +197.1% | -83.1% | +63.3% |
| All | +2,556.0% | +1,101.3% | +1,454.7% | +1,471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling