+886.3%
MOD vs WPM
+556.6%
+329.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.2% |
| 7D | -17.8% | +16.4% | -34.2% | -19.8% |
| 30D | -43.2% | -1.5% | -41.8% | -43.2% |
| 3M | -46.0% | +2.6% | -48.6% | -46.3% |
| 6M | -62.2% | -1.3% | -60.9% | -62.4% |
| YTD | -22.8% | +16.8% | -39.6% | -24.5% |
| 1Y | -35.5% | +34.1% | -69.6% | -37.7% |
| 3Y | +128.2% | +225.1% | -96.9% | +104.9% |
| 5Y | +791.6% | +234.5% | +557.1% | +686.7% |
| 10Y | +886.3% | +674.1% | +212.2% | +819.3% |
| All | +886.3% | +556.6% | +329.7% | +819.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling