+717.4%
MOD vs WAB
+4,092.2%
-3,374.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +9.6% | -3.2% | +12.8% | +11.6% |
| 30D | 0.0% | -4.4% | +4.5% | +2.7% |
| 3M | -35.4% | +7.9% | -43.2% | -37.8% |
| 6M | -7.3% | +8.7% | -16.0% | -10.2% |
| YTD | +45.8% | +33.0% | +12.8% | +26.5% |
| 1Y | +43.1% | +46.7% | -3.5% | +18.0% |
| 3Y | +297.7% | +153.0% | +144.7% | +153.7% |
| 5Y | +1,478.8% | +222.3% | +1,256.5% | +801.2% |
| 10Y | +1,633.4% | +291.0% | +1,342.4% | +763.9% |
| All | +717.4% | +4,092.2% | -3,374.8% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling