+137.1%
MOD vs WSM
+245.0%
-107.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.5% |
| 7D | -25.5% | +0.5% | -26.1% | -26.5% |
| 30D | -49.0% | +6.0% | -55.0% | -51.2% |
| 3M | -49.8% | +3.2% | -53.0% | -51.4% |
| 6M | -64.8% | +37.1% | -101.9% | -70.7% |
| YTD | -27.6% | +44.2% | -71.8% | -41.3% |
| 1Y | -35.2% | +34.2% | -69.4% | -45.5% |
| 3Y | +137.1% | +249.3% | -112.1% | +41.5% |
| All | +137.1% | +245.0% | -107.9% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling