+1,064.5%
MOD vs WAB
+266.7%
+797.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.7% | +28.6% |
| 7D | +40.4% | +5.1% | +35.4% | +34.7% |
| 30D | -14.0% | +4.0% | -18.0% | -16.8% |
| 3M | -33.3% | +0.1% | -33.4% | -33.5% |
| 6M | -51.4% | +12.8% | -64.2% | -55.8% |
| YTD | +1.6% | +40.1% | -38.5% | -21.4% |
| 1Y | +5.4% | +46.4% | -41.0% | -21.0% |
| 3Y | +191.0% | +167.4% | +23.6% | +45.8% |
| 5Y | +1,093.1% | +215.0% | +878.1% | +438.2% |
| All | +1,064.5% | +266.7% | +797.8% | +345.2% |
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