+810.7%
MOD vs WST
+449.7%
+361.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +16.1% | +4.9% | +11.2% | +15.0% |
| 30D | -38.5% | +10.7% | -49.2% | -39.7% |
| 3M | -46.8% | +16.8% | -63.6% | -48.6% |
| 6M | -61.6% | +32.0% | -93.6% | -63.9% |
| YTD | -20.5% | +49.9% | -70.5% | -27.7% |
| 1Y | -28.0% | +50.6% | -78.7% | -34.5% |
| 3Y | +134.9% | +21.4% | +113.5% | +111.8% |
| 5Y | +833.2% | -0.6% | +833.7% | +759.1% |
| All | +810.7% | +449.7% | +361.0% | +401.5% |
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