+124.3%
MOD vs WST
+16.9%
+107.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -6.8% |
| 7D | -34.2% | -5.8% | -28.3% | -33.7% |
| 30D | -51.9% | +5.3% | -57.2% | -52.2% |
| 3M | -53.0% | +11.8% | -64.9% | -53.7% |
| 6M | -66.4% | +26.7% | -93.1% | -67.4% |
| YTD | -31.5% | +43.0% | -74.5% | -35.1% |
| 1Y | -39.6% | +38.9% | -78.4% | -42.5% |
| All | +124.3% | +16.9% | +107.4% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling