-32.6%
MOD vs GWW
+55.5%
-88.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.5% | -28.0% | -24.7% |
| 7D | -31.3% | +11.1% | -42.4% | -36.3% |
| 30D | -46.1% | +15.7% | -61.9% | -51.9% |
| 3M | -51.1% | +14.8% | -65.9% | -56.1% |
| 6M | -62.1% | +30.9% | -93.0% | -69.7% |
| YTD | -26.2% | +48.5% | -74.6% | -49.9% |
| 1Y | -32.6% | +57.1% | -89.7% | -56.6% |
| All | -32.6% | +55.5% | -88.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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