+110.9%
MO vs WU
-39.1%
+150.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | -3.5% | +3.6% | +1.0% |
| 30D | +7.1% | -2.9% | +10.1% | +7.8% |
| 3M | -2.0% | -2.3% | +0.3% | -2.2% |
| 6M | +7.3% | -25.4% | +32.7% | +13.9% |
| YTD | +23.5% | -21.2% | +44.7% | +28.9% |
| 1Y | +11.0% | -8.9% | +19.9% | +11.0% |
| 3Y | +95.0% | -29.0% | +124.0% | +105.5% |
| 5Y | +100.6% | -50.7% | +151.4% | +132.8% |
| All | +110.9% | -39.1% | +150.0% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling