+94.5%
MO vs WU
-29.2%
+123.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.0% | -5.0% | +4.0% | -0.4% |
| 30D | +5.8% | -2.3% | +8.1% | +6.1% |
| 3M | -4.5% | -3.2% | -1.3% | -4.2% |
| 6M | +5.7% | -25.0% | +30.8% | +9.2% |
| YTD | +23.1% | -21.7% | +44.8% | +26.1% |
| 1Y | +10.9% | -9.0% | +19.9% | +10.5% |
| All | +94.5% | -29.2% | +123.6% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling