+1,530.3%
MOD vs GWW
+224.0%
+1,306.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.6% |
| 7D | +9.6% | +1.4% | +8.2% | +8.4% |
| 30D | 0.0% | +3.3% | -3.2% | -2.6% |
| 3M | -35.4% | +2.9% | -38.3% | -36.9% |
| 6M | -7.3% | +15.8% | -23.1% | -17.7% |
| YTD | +45.8% | +32.0% | +13.8% | +15.4% |
| 1Y | +43.1% | +29.9% | +13.2% | +14.9% |
| 3Y | +297.7% | +91.1% | +206.6% | +145.8% |
| All | +1,530.3% | +224.0% | +1,306.3% | +613.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling