-32.6%
MOD vs WSM
+44.0%
-76.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.5% | -27.9% | -23.9% |
| 7D | -31.3% | +8.0% | -39.3% | -34.1% |
| 30D | -46.1% | +13.5% | -59.6% | -50.0% |
| 3M | -51.1% | +8.8% | -60.0% | -53.6% |
| 6M | -62.1% | +54.7% | -116.8% | -72.2% |
| YTD | -26.2% | +53.3% | -79.5% | -45.6% |
| 1Y | -32.6% | +41.1% | -73.7% | -48.1% |
| All | -32.6% | +44.0% | -76.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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