+820.4%
MOD vs WAB
+224.0%
+596.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.2% |
| 7D | +8.2% | +3.1% | +5.1% | +4.7% |
| 30D | -38.2% | +6.4% | -44.6% | -42.5% |
| 3M | -46.2% | +2.2% | -48.4% | -47.7% |
| 6M | -62.5% | +13.7% | -76.2% | -67.8% |
| YTD | -20.1% | +43.0% | -63.1% | -46.5% |
| 1Y | -29.7% | +47.0% | -76.6% | -54.0% |
| 3Y | +136.2% | +174.4% | -38.2% | -16.1% |
| 5Y | +820.4% | +222.2% | +598.2% | +173.8% |
| All | +820.4% | +224.0% | +596.4% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling