+43.1%
MOD vs WTW
+3.0%
+40.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +3.2% |
| 7D | +9.6% | -2.6% | +12.2% | +8.2% |
| 30D | 0.0% | -1.0% | +1.0% | -0.2% |
| 3M | -35.4% | +29.9% | -65.3% | -25.3% |
| 6M | -7.3% | +10.7% | -18.0% | +4.0% |
| YTD | +45.8% | +2.6% | +43.2% | +60.8% |
| 1Y | +43.1% | +2.8% | +40.4% | +61.3% |
| All | +43.1% | +3.0% | +40.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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