+966.8%
MOD vs WPM
+553.6%
+413.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +9.2% |
| 7D | -13.9% | +20.8% | -34.7% | -16.2% |
| 30D | -41.5% | +3.8% | -45.3% | -41.8% |
| 3M | -45.7% | +7.4% | -53.1% | -46.3% |
| 6M | -61.1% | +4.0% | -65.1% | -61.5% |
| YTD | -20.5% | +23.0% | -43.5% | -22.6% |
| 1Y | -32.1% | +45.9% | -78.1% | -34.8% |
| 3Y | +146.5% | +242.9% | -96.5% | +122.8% |
| 5Y | +812.7% | +259.5% | +553.2% | +712.5% |
| 10Y | +966.8% | +577.7% | +389.1% | +905.4% |
| All | +966.8% | +553.6% | +413.3% | +905.4% |
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