+100.1%
MO vs WWD
+187.1%
-87.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | +5.8% | -6.6% | +12.4% | +6.2% |
| 3M | -4.5% | -9.3% | +4.8% | -4.0% |
| 6M | +5.7% | -13.6% | +19.3% | +6.5% |
| YTD | +23.1% | +10.4% | +12.8% | +21.1% |
| 1Y | +10.9% | +39.9% | -29.0% | +6.7% |
| 3Y | +96.1% | +165.0% | -68.9% | +71.3% |
| 5Y | +100.1% | +183.8% | -83.7% | +68.7% |
| All | +100.1% | +187.1% | -87.0% | +68.7% |
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