+100.1%
MO vs WU
-51.6%
+151.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.0% | -5.0% | +4.0% | -0.3% |
| 30D | +5.8% | -2.3% | +8.1% | +6.1% |
| 3M | -4.5% | -3.2% | -1.3% | -4.4% |
| 6M | +5.7% | -25.0% | +30.8% | +9.9% |
| YTD | +23.1% | -21.7% | +44.8% | +26.7% |
| 1Y | +10.9% | -9.0% | +19.9% | +10.8% |
| 3Y | +96.1% | -28.9% | +125.0% | +104.0% |
| 5Y | +100.1% | -51.0% | +151.1% | +125.7% |
| All | +100.1% | -51.6% | +151.7% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling