-32.6%
MOD vs WPM
+38.8%
-71.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +12.0% | -33.4% | -25.1% |
| 7D | -31.3% | +3.9% | -35.2% | -32.4% |
| 30D | -46.1% | -3.5% | -42.6% | -45.2% |
| 3M | -51.1% | +14.1% | -65.2% | -54.2% |
| 6M | -62.1% | +6.2% | -68.3% | -63.3% |
| YTD | -26.2% | +12.4% | -38.6% | -35.3% |
| 1Y | -32.6% | +40.0% | -72.5% | -50.5% |
| All | -32.6% | +38.8% | -71.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling