+886.3%
MOD vs WSM
+1,226.6%
-340.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -17.8% | +3.1% | -20.9% | -19.6% |
| 30D | -43.2% | +8.5% | -51.7% | -45.9% |
| 3M | -46.0% | +4.6% | -50.6% | -47.8% |
| 6M | -62.2% | +44.5% | -106.8% | -68.6% |
| YTD | -22.8% | +48.4% | -71.2% | -36.5% |
| 1Y | -35.5% | +36.2% | -71.7% | -44.8% |
| 3Y | +128.2% | +268.8% | -140.5% | +23.4% |
| 5Y | +791.6% | +185.2% | +606.4% | +408.5% |
| 10Y | +886.3% | +1,175.8% | -289.5% | +201.3% |
| All | +886.3% | +1,226.6% | -340.3% | +201.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling