+321.2%
MOD vs WAB
+153.4%
+167.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.4% |
| 7D | +9.6% | -3.2% | +12.8% | +14.2% |
| 30D | 0.0% | -4.4% | +4.5% | +6.3% |
| 3M | -35.4% | +7.9% | -43.2% | -41.6% |
| 6M | -7.3% | +8.7% | -16.0% | -16.1% |
| YTD | +45.8% | +33.0% | +12.8% | +2.0% |
| 1Y | +43.1% | +46.7% | -3.5% | -11.3% |
| All | +321.2% | +153.4% | +167.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling