+586.5%
MOD vs WPM
+5,967.5%
-5,381.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +9.6% | +1.1% | +8.5% | +9.3% |
| 30D | 0.0% | +26.4% | -26.3% | -4.9% |
| 3M | -35.4% | +20.8% | -56.2% | -38.1% |
| 6M | -7.3% | +1.1% | -8.4% | -7.9% |
| YTD | +45.8% | +32.5% | +13.3% | +36.4% |
| 1Y | +43.1% | +51.5% | -8.4% | +30.2% |
| 3Y | +297.7% | +267.0% | +30.7% | +199.2% |
| 5Y | +1,478.8% | +250.1% | +1,228.6% | +1,077.7% |
| 10Y | +1,633.4% | +540.4% | +1,093.0% | +951.7% |
| All | +586.5% | +5,967.5% | -5,381.0% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling