+11,253.4%
WDC vs MO
+17,768.2%
-6,514.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | +12.1% | +3.3% | +8.8% | +11.1% |
| 30D | -18.8% | +7.5% | -26.3% | -20.6% |
| 3M | -39.3% | +22.8% | -62.1% | -43.0% |
| 6M | -40.1% | +13.4% | -53.5% | -43.4% |
| YTD | +71.8% | +43.0% | +28.8% | +50.3% |
| 1Y | +88.5% | +45.2% | +43.2% | +64.0% |
| 3Y | +770.0% | +145.5% | +624.4% | +525.8% |
| 5Y | +549.0% | +157.1% | +392.0% | +359.1% |
| 10Y | +650.3% | +153.3% | +497.0% | +425.8% |
| All | +11,253.4% | +17,768.2% | -6,514.9% | +1,963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling