+839.8%
MOD vs WPM
+659.5%
+180.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | +8.2% | +3.1% | +5.1% | +7.8% |
| 30D | -38.2% | -1.8% | -36.3% | -38.1% |
| 3M | -46.2% | +1.0% | -47.2% | -46.4% |
| 6M | -62.5% | -5.4% | -57.1% | -62.5% |
| YTD | -20.1% | +15.9% | -36.0% | -21.9% |
| 1Y | -29.7% | +30.8% | -60.5% | -32.1% |
| 3Y | +136.2% | +222.6% | -86.4% | +109.5% |
| 5Y | +820.4% | +227.4% | +593.0% | +701.6% |
| 10Y | +839.8% | +757.8% | +82.0% | +719.6% |
| All | +839.8% | +659.5% | +180.3% | +719.6% |
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