-28.0%
MOD vs WST
+49.0%
-77.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +16.1% | +4.9% | +11.2% | +15.1% |
| 30D | -38.5% | +10.7% | -49.2% | -39.4% |
| 3M | -46.8% | +16.8% | -63.6% | -48.1% |
| 6M | -61.6% | +32.0% | -93.6% | -63.7% |
| YTD | -20.5% | +49.9% | -70.5% | -28.2% |
| 1Y | -28.0% | +50.6% | -78.7% | -35.1% |
| All | -28.0% | +49.0% | -77.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling