+321.2%
MOD vs WSM
+233.0%
+88.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.2% |
| 7D | +9.6% | -3.3% | +12.8% | +11.4% |
| 30D | 0.0% | -8.4% | +8.4% | +4.4% |
| 3M | -35.4% | +9.7% | -45.0% | -38.8% |
| 6M | -7.3% | +16.7% | -24.0% | -15.0% |
| YTD | +45.8% | +28.7% | +17.1% | +27.2% |
| 1Y | +43.1% | +13.7% | +29.5% | +32.3% |
| All | +321.2% | +233.0% | +88.1% | +144.4% |
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