+270.9%
MOD vs WAB
+4,027.3%
-3,756.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.6% | -1.7% | -4.1% |
| 7D | -34.2% | -2.5% | -31.7% | -33.3% |
| 30D | -51.9% | -4.4% | -47.5% | -50.6% |
| 3M | -53.0% | -5.9% | -47.1% | -51.4% |
| 6M | -66.4% | +5.9% | -72.3% | -67.2% |
| YTD | -31.5% | +30.9% | -62.5% | -40.2% |
| 1Y | -39.6% | +35.8% | -75.4% | -48.0% |
| 3Y | +116.8% | +154.0% | -37.2% | +37.8% |
| 5Y | +713.8% | +203.9% | +509.9% | +378.2% |
| 10Y | +882.7% | +286.7% | +595.9% | +392.0% |
| All | +270.9% | +4,027.3% | -3,756.4% | -19.6% |
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