+14,639.2%
MO vs WY
+673.4%
+13,965.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | +3.6% | -9.9% | +13.4% | +5.9% |
| 3M | -3.7% | -7.5% | +3.8% | -2.2% |
| 6M | +4.5% | -5.1% | +9.6% | +5.4% |
| YTD | +21.5% | -2.1% | +23.6% | +21.6% |
| 1Y | +9.5% | -7.3% | +16.9% | +10.7% |
| 3Y | +93.6% | -22.6% | +116.2% | +100.7% |
| 5Y | +97.5% | -19.8% | +117.3% | +100.7% |
| 10Y | +111.2% | +9.6% | +101.6% | +92.5% |
| All | +14,639.2% | +673.4% | +13,965.8% | +7,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling