+2.5%
WFC vs MO
+45.9%
-43.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.3% |
| 7D | +4.5% | +6.9% | -2.4% | +4.7% |
| 30D | +7.4% | +14.9% | -7.6% | +8.2% |
| 3M | -0.5% | +16.4% | -17.0% | +0.4% |
| 6M | +11.7% | +9.6% | +2.1% | +11.6% |
| YTD | -4.6% | +41.8% | -46.5% | -1.0% |
| 1Y | +2.5% | +45.3% | -42.8% | +6.6% |
| All | +2.5% | +45.9% | -43.4% | +6.6% |
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