+1,064.5%
MOD vs WPM
+749.7%
+314.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.3% | +28.1% | +27.9% |
| 7D | +40.4% | -3.6% | +44.0% | +41.2% |
| 30D | -14.0% | +1.4% | -15.4% | -14.4% |
| 3M | -33.3% | -0.2% | -33.2% | -33.5% |
| 6M | -51.4% | -7.3% | -44.1% | -51.2% |
| YTD | +1.6% | +12.3% | -10.7% | -0.3% |
| 1Y | +5.4% | +24.9% | -19.5% | +2.3% |
| 3Y | +191.0% | +210.4% | -19.4% | +159.4% |
| 5Y | +1,093.1% | +210.4% | +882.8% | +944.4% |
| All | +1,064.5% | +749.7% | +314.8% | +930.7% |
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