+833.2%
MOD vs WPM
+218.7%
+614.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +16.1% | -0.5% | +16.6% | +16.4% |
| 30D | -38.5% | -3.1% | -35.4% | -38.1% |
| 3M | -46.8% | -2.2% | -44.7% | -46.8% |
| 6M | -61.6% | -7.4% | -54.2% | -61.3% |
| YTD | -20.5% | +12.6% | -33.2% | -24.2% |
| 1Y | -28.0% | +22.8% | -50.9% | -32.7% |
| 3Y | +134.9% | +213.6% | -78.7% | +70.8% |
| 5Y | +833.2% | +211.2% | +622.0% | +536.5% |
| All | +833.2% | +218.7% | +614.5% | +536.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling