+886.3%
MOD vs WST
+446.4%
+439.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +1.4% | -19.2% | -18.0% |
| 30D | -43.2% | +12.7% | -55.9% | -44.6% |
| 3M | -46.0% | +17.2% | -63.2% | -47.8% |
| 6M | -62.2% | +26.7% | -88.9% | -64.2% |
| YTD | -22.8% | +50.3% | -73.1% | -29.8% |
| 1Y | -35.5% | +50.2% | -85.7% | -41.2% |
| 3Y | +128.2% | +21.7% | +106.5% | +105.6% |
| 5Y | +791.6% | +2.0% | +789.6% | +716.1% |
| 10Y | +886.3% | +451.1% | +435.2% | +457.3% |
| All | +886.3% | +446.4% | +439.9% | +457.3% |
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