+886.3%
MOD vs WTW
+222.3%
+664.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.5% |
| 7D | -17.8% | +1.6% | -19.4% | -18.6% |
| 30D | -43.2% | +12.4% | -55.6% | -46.1% |
| 3M | -46.0% | -2.6% | -43.4% | -46.1% |
| 6M | -62.2% | +30.8% | -93.0% | -67.1% |
| YTD | -22.8% | +2.3% | -25.1% | -26.2% |
| 1Y | -35.5% | +4.9% | -40.3% | -39.2% |
| 3Y | +128.2% | +43.9% | +84.4% | +75.4% |
| 5Y | +791.6% | +53.8% | +737.8% | +548.8% |
| 10Y | +886.3% | +212.8% | +673.5% | +417.3% |
| All | +886.3% | +222.3% | +664.0% | +417.3% |
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