+1,638.7%
MOD vs WSM
+38,956.5%
-37,317.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.2% |
| 7D | -25.5% | +0.5% | -26.1% | -26.1% |
| 30D | -49.0% | +6.0% | -55.0% | -50.3% |
| 3M | -49.8% | +3.2% | -53.0% | -50.7% |
| 6M | -64.8% | +37.1% | -101.9% | -68.3% |
| YTD | -27.6% | +44.2% | -71.8% | -35.7% |
| 1Y | -35.2% | +34.2% | -69.4% | -41.2% |
| 3Y | +137.1% | +249.3% | -112.1% | +61.4% |
| 5Y | +760.3% | +169.3% | +591.0% | +514.2% |
| 10Y | +938.8% | +1,241.2% | -302.4% | +356.3% |
| All | +1,638.7% | +38,956.5% | -37,317.8% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling