+1,082.7%
MOD vs GWW
+218.6%
+864.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.9% | +28.7% | +28.5% |
| 7D | +40.4% | +3.6% | +36.9% | +36.5% |
| 30D | -14.0% | +12.1% | -26.1% | -23.1% |
| 3M | -33.3% | +12.9% | -46.2% | -40.9% |
| 6M | -51.4% | +19.3% | -70.7% | -58.8% |
| YTD | +1.6% | +48.7% | -47.1% | -28.9% |
| 1Y | +5.4% | +60.5% | -55.1% | -30.8% |
| 3Y | +191.0% | +93.3% | +97.7% | +69.6% |
| All | +1,082.7% | +218.6% | +864.1% | +344.7% |
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