+3,565.2%
MOD vs WST
+12,330.1%
-8,764.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +9.6% | +0.7% | +8.8% | +9.2% |
| 30D | 0.0% | -3.1% | +3.2% | +1.3% |
| 3M | -35.4% | +7.2% | -42.6% | -37.6% |
| 6M | -7.3% | +36.8% | -44.1% | -20.0% |
| YTD | +45.8% | +23.8% | +22.0% | +30.4% |
| 1Y | +43.1% | +37.8% | +5.4% | +21.5% |
| 3Y | +297.7% | -15.9% | +313.6% | +272.7% |
| 5Y | +1,478.8% | -25.8% | +1,504.6% | +1,393.2% |
| 10Y | +1,633.4% | +319.6% | +1,313.8% | +481.2% |
| All | +3,565.2% | +12,330.1% | -8,764.9% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling