-32.6%
MOD vs WAB
+46.5%
-79.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.1% | -22.5% | -22.9% |
| 7D | -31.3% | +4.5% | -35.9% | -35.8% |
| 30D | -46.1% | +1.1% | -47.2% | -47.1% |
| 3M | -51.1% | -1.3% | -49.9% | -50.5% |
| 6M | -62.1% | +12.7% | -74.8% | -68.4% |
| YTD | -26.2% | +38.7% | -64.8% | -57.8% |
| 1Y | -32.6% | +44.9% | -77.5% | -63.7% |
| All | -32.6% | +46.5% | -79.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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