+366.0%
WDC vs MO
+11.1%
+354.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -2.7% |
| 7D | -4.3% | +0.1% | -4.5% | -4.1% |
| 30D | -1.5% | +7.1% | -8.6% | +5.3% |
| 3M | -15.5% | -2.0% | -13.5% | -15.2% |
| 6M | +66.5% | +7.3% | +59.1% | +74.2% |
| YTD | +159.9% | +23.5% | +136.4% | +198.7% |
| 1Y | +366.0% | +11.0% | +355.0% | +396.2% |
| All | +366.0% | +11.1% | +354.8% | +396.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling