+906.4%
MOD vs WAB
+287.6%
+618.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +4.2% |
| 7D | -25.5% | +1.4% | -27.0% | -26.6% |
| 30D | -49.0% | +0.4% | -49.4% | -49.2% |
| 3M | -49.8% | -3.8% | -46.0% | -48.2% |
| 6M | -64.8% | +5.1% | -69.8% | -66.0% |
| YTD | -27.6% | +33.3% | -61.0% | -41.7% |
| 1Y | -35.2% | +39.8% | -75.0% | -49.4% |
| 3Y | +137.1% | +161.1% | -23.9% | +21.4% |
| 5Y | +760.3% | +209.5% | +550.8% | +295.1% |
| All | +906.4% | +287.6% | +618.7% | +241.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling