+966.8%
MOD vs WAB
+305.5%
+661.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.7% | +5.6% |
| 7D | -13.9% | +4.0% | -17.9% | -16.6% |
| 30D | -41.5% | +4.5% | -46.0% | -43.5% |
| 3M | -45.7% | +2.3% | -48.0% | -46.7% |
| 6M | -61.1% | +12.5% | -73.6% | -64.5% |
| YTD | -20.5% | +40.2% | -60.7% | -38.4% |
| 1Y | -32.1% | +45.2% | -77.3% | -48.6% |
| 3Y | +146.5% | +171.8% | -25.3% | +22.1% |
| 5Y | +812.7% | +217.6% | +595.1% | +309.4% |
| 10Y | +966.8% | +285.3% | +681.5% | +265.4% |
| All | +966.8% | +305.5% | +661.4% | +265.4% |
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