+852.0%
MOD vs WWD
+442.6%
+409.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.0% | -1.3% | -3.0% |
| 7D | -34.2% | -2.6% | -31.6% | -32.8% |
| 30D | -51.9% | -7.7% | -44.1% | -49.0% |
| 3M | -53.0% | -17.7% | -35.3% | -45.9% |
| 6M | -66.4% | -15.9% | -50.4% | -61.8% |
| YTD | -31.5% | +1.8% | -33.3% | -31.9% |
| 1Y | -39.6% | +17.4% | -57.0% | -45.7% |
| 3Y | +116.8% | +137.1% | -20.3% | +22.5% |
| 5Y | +713.8% | +162.4% | +551.4% | +323.3% |
| All | +852.0% | +442.6% | +409.4% | +188.5% |
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