+856.7%
MOD vs WTW
+1,174.9%
-318.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.5% |
| 7D | +9.6% | -2.6% | +12.2% | +11.1% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | -35.4% | +29.9% | -65.3% | -45.5% |
| 6M | -7.3% | +10.7% | -18.0% | -16.1% |
| YTD | +45.8% | +2.6% | +43.2% | +36.2% |
| 1Y | +43.1% | +2.8% | +40.4% | +32.5% |
| 3Y | +297.7% | +67.3% | +230.4% | +164.5% |
| 5Y | +1,478.8% | +56.6% | +1,422.1% | +985.8% |
| 10Y | +1,633.4% | +204.1% | +1,429.3% | +645.2% |
| All | +856.7% | +1,174.9% | -318.2% | +218.8% |
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