+1,082.7%
MOD vs WSM
+163.9%
+918.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.5% | +26.4% | +27.2% |
| 7D | +40.4% | 0.0% | +40.4% | +40.7% |
| 30D | -14.0% | +5.1% | -19.1% | -17.1% |
| 3M | -33.3% | +5.1% | -38.4% | -35.8% |
| 6M | -51.4% | +48.6% | -100.0% | -60.9% |
| YTD | +1.6% | +44.2% | -42.6% | -16.8% |
| 1Y | +5.4% | +38.1% | -32.7% | -12.1% |
| 3Y | +191.0% | +257.2% | -66.2% | +51.5% |
| All | +1,082.7% | +163.9% | +918.8% | +520.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling