+839.8%
MOD vs WSM
+1,181.2%
-341.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.2% | -3.0% | +11.2% | +9.8% |
| 30D | -38.2% | +10.1% | -48.2% | -41.5% |
| 3M | -46.2% | +4.9% | -51.1% | -48.0% |
| 6M | -62.5% | +49.8% | -112.3% | -69.3% |
| YTD | -20.1% | +48.7% | -68.8% | -34.3% |
| 1Y | -29.7% | +38.7% | -68.4% | -40.4% |
| 3Y | +136.2% | +269.5% | -133.3% | +27.7% |
| 5Y | +820.4% | +179.0% | +641.4% | +430.1% |
| 10Y | +839.8% | +1,162.3% | -322.5% | +180.9% |
| All | +839.8% | +1,181.2% | -341.4% | +180.9% |
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