+906.4%
MOD vs WST
+441.1%
+465.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | -25.5% | -3.1% | -22.4% | -25.0% |
| 30D | -49.0% | +9.1% | -58.1% | -49.9% |
| 3M | -49.8% | +14.7% | -64.5% | -51.3% |
| 6M | -64.8% | +28.0% | -92.8% | -66.7% |
| YTD | -27.6% | +45.6% | -73.3% | -33.8% |
| 1Y | -35.2% | +45.7% | -80.9% | -40.6% |
| 3Y | +137.1% | +21.1% | +116.1% | +113.3% |
| 5Y | +760.3% | +0.3% | +760.0% | +689.6% |
| All | +906.4% | +441.1% | +465.2% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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