+1,064.5%
MOD vs WTW
+218.5%
+845.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.0% | +25.9% | +27.1% |
| 7D | +40.4% | +2.0% | +38.4% | +39.6% |
| 30D | -14.0% | +12.9% | -26.9% | -18.3% |
| 3M | -33.3% | +0.7% | -34.1% | -34.2% |
| 6M | -51.4% | +39.5% | -90.9% | -58.7% |
| YTD | +1.6% | +3.1% | -1.5% | -3.0% |
| 1Y | +5.4% | +4.8% | +0.6% | -0.4% |
| 3Y | +191.0% | +42.9% | +148.0% | +125.0% |
| 5Y | +1,093.1% | +55.3% | +1,037.9% | +765.6% |
| All | +1,064.5% | +218.5% | +845.9% | +497.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling