+146.5%
MOD vs WAB
+174.1%
-27.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.7% | +3.1% |
| 7D | -13.9% | +4.0% | -17.9% | -18.3% |
| 30D | -41.5% | +4.5% | -46.0% | -44.8% |
| 3M | -45.7% | +2.3% | -48.0% | -47.5% |
| 6M | -61.1% | +12.5% | -73.6% | -66.8% |
| YTD | -20.5% | +40.2% | -60.7% | -48.9% |
| 1Y | -32.1% | +45.2% | -77.3% | -58.0% |
| 3Y | +146.5% | +171.8% | -25.3% | -31.1% |
| All | +146.5% | +174.1% | -27.6% | -31.1% |
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