+1,511.5%
MOD vs WTW
+189.9%
+1,321.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.9% |
| 7D | +3.6% | -7.1% | +10.7% | +6.6% |
| 30D | -2.6% | -8.5% | +5.9% | +0.5% |
| 3M | -33.1% | +20.6% | -53.7% | -39.2% |
| 6M | -7.5% | +7.2% | -14.7% | -12.5% |
| YTD | +39.3% | -3.9% | +43.2% | +37.5% |
| 1Y | +34.3% | -3.6% | +37.8% | +31.4% |
| 3Y | +296.2% | +60.7% | +235.5% | +181.6% |
| 5Y | +1,504.6% | +42.2% | +1,462.4% | +1,110.6% |
| 10Y | +1,511.5% | +195.5% | +1,316.1% | +684.3% |
| All | +1,511.5% | +189.9% | +1,321.6% | +684.3% |
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 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