+1,188.5%
WDC vs MO
+114.7%
+1,073.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -1.5% | +7.1% | -8.6% | -3.7% |
| 3M | -15.5% | -2.0% | -13.5% | -16.6% |
| 6M | +66.5% | +7.3% | +59.1% | +57.0% |
| YTD | +159.9% | +23.5% | +136.4% | +130.2% |
| 1Y | +366.0% | +11.0% | +355.0% | +329.1% |
| 3Y | +1,285.8% | +95.0% | +1,190.8% | +835.5% |
| 5Y | +925.6% | +100.6% | +824.9% | +569.7% |
| All | +1,188.5% | +114.7% | +1,073.9% | +672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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