+906.4%
MOD vs WPM
+566.7%
+339.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.4% |
| 7D | -25.5% | +16.9% | -42.5% | -27.3% |
| 30D | -49.0% | +2.0% | -51.0% | -49.2% |
| 3M | -49.8% | +8.9% | -58.7% | -50.5% |
| 6M | -64.8% | +1.6% | -66.3% | -65.0% |
| YTD | -27.6% | +16.5% | -44.1% | -29.1% |
| 1Y | -35.2% | +42.2% | -77.4% | -37.5% |
| 3Y | +137.1% | +213.3% | -76.2% | +115.8% |
| 5Y | +760.3% | +249.9% | +510.4% | +670.3% |
| All | +906.4% | +566.7% | +339.6% | +856.6% |
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