+155.5%
MO vs WWD
+187.3%
-31.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.3% | +4.0% | -0.6% | +3.1% |
| 30D | +7.5% | +0.4% | +7.1% | +7.4% |
| 3M | +22.8% | -7.9% | +30.7% | +23.3% |
| 6M | +13.4% | -10.6% | +24.0% | +13.9% |
| YTD | +43.0% | +9.4% | +33.6% | +40.6% |
| 1Y | +45.2% | +25.7% | +19.5% | +41.0% |
| 3Y | +145.5% | +148.5% | -3.0% | +116.5% |
| All | +155.5% | +187.3% | -31.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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