+365.3%
MOD vs WTW
+1,156.7%
-791.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.9% |
| 7D | -25.5% | +1.4% | -26.9% | -26.5% |
| 30D | -49.0% | +13.1% | -62.1% | -52.9% |
| 3M | -49.8% | -3.0% | -46.9% | -49.9% |
| 6M | -64.8% | +31.2% | -96.0% | -71.1% |
| YTD | -27.6% | +1.1% | -28.8% | -32.9% |
| 1Y | -35.2% | +3.4% | -38.6% | -40.8% |
| 3Y | +137.1% | +44.7% | +92.4% | +70.7% |
| 5Y | +760.3% | +52.0% | +708.3% | +495.2% |
| 10Y | +938.8% | +223.5% | +715.3% | +322.7% |
| All | +365.3% | +1,156.7% | -791.4% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling