-29.7%
MOD vs WPM
+32.1%
-61.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +8.2% | +3.1% | +5.1% | +7.3% |
| 30D | -38.2% | -1.8% | -36.3% | -37.3% |
| 3M | -46.2% | +1.0% | -47.2% | -46.4% |
| 6M | -62.5% | -5.4% | -57.1% | -62.4% |
| YTD | -20.1% | +15.9% | -36.0% | -29.8% |
| 1Y | -29.7% | +30.8% | -60.5% | -44.5% |
| All | -29.7% | +32.1% | -61.8% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling