-64.8%
MOD vs WTW
+25.1%
-89.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +3.4% |
| 7D | -25.5% | +1.4% | -26.9% | -24.0% |
| 30D | -49.0% | +13.1% | -62.1% | -42.6% |
| 3M | -49.8% | -3.0% | -46.9% | -50.3% |
| 6M | -64.8% | +31.2% | -96.0% | -49.3% |
| All | -64.8% | +25.1% | -89.8% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling