-33.5%
MOD vs GWW
+53.3%
-86.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.5% |
| 7D | -13.9% | +5.3% | -19.2% | -17.2% |
| 30D | -41.5% | +12.4% | -54.0% | -46.9% |
| 3M | -45.7% | +13.7% | -59.5% | -51.3% |
| 6M | -61.1% | +18.0% | -79.1% | -66.1% |
| YTD | -20.5% | +44.6% | -65.1% | -45.2% |
| All | -33.5% | +53.3% | -86.8% | -57.0% |
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