+110.9%
MO vs WY
+7.6%
+103.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | -4.2% | +4.3% | +1.3% |
| 30D | +7.1% | -10.1% | +17.2% | +10.3% |
| 3M | -2.0% | -8.5% | +6.5% | +0.4% |
| 6M | +7.3% | -3.3% | +10.6% | +7.9% |
| YTD | +23.5% | -4.4% | +27.9% | +24.4% |
| 1Y | +11.0% | -11.5% | +22.5% | +14.0% |
| 3Y | +95.0% | -24.3% | +119.3% | +105.7% |
| 5Y | +100.6% | -21.3% | +121.9% | +104.4% |
| All | +110.9% | +7.6% | +103.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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