+966.8%
MOD vs WWD
+494.7%
+472.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +6.4% |
| 7D | -13.9% | +4.2% | -18.1% | -15.9% |
| 30D | -41.5% | -0.8% | -40.8% | -40.9% |
| 3M | -45.7% | -8.2% | -37.6% | -41.9% |
| 6M | -61.1% | -9.8% | -51.3% | -57.9% |
| YTD | -20.5% | +10.4% | -30.9% | -25.2% |
| 1Y | -32.1% | +25.5% | -57.6% | -41.7% |
| 3Y | +146.5% | +155.8% | -9.3% | +32.2% |
| 5Y | +812.7% | +187.3% | +625.4% | +346.6% |
| 10Y | +966.8% | +462.7% | +504.1% | +213.2% |
| All | +966.8% | +494.7% | +472.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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