+810.7%
MOD vs WWD
+442.7%
+368.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.9% |
| 7D | +16.1% | +8.2% | +7.9% | +10.1% |
| 30D | -38.5% | -0.2% | -38.3% | -38.1% |
| 3M | -46.8% | -8.4% | -38.4% | -43.0% |
| 6M | -61.6% | -9.5% | -52.1% | -58.5% |
| YTD | -20.5% | +10.1% | -30.6% | -25.0% |
| 1Y | -28.0% | +21.6% | -49.6% | -36.8% |
| 3Y | +134.9% | +149.6% | -14.6% | +28.1% |
| 5Y | +833.2% | +191.3% | +641.9% | +353.1% |
| All | +810.7% | +442.7% | +368.0% | +190.0% |
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