+906.4%
MOD vs WWD
+461.1%
+445.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +3.3% |
| 7D | -25.5% | +4.2% | -29.7% | -27.5% |
| 30D | -49.0% | -2.1% | -46.9% | -48.1% |
| 3M | -49.8% | -13.2% | -36.6% | -44.3% |
| 6M | -64.8% | -16.9% | -47.9% | -59.7% |
| YTD | -27.6% | +5.2% | -32.9% | -29.7% |
| 1Y | -35.2% | +20.6% | -55.8% | -42.8% |
| 3Y | +137.1% | +146.3% | -9.2% | +30.5% |
| 5Y | +760.3% | +171.3% | +588.9% | +337.2% |
| All | +906.4% | +461.1% | +445.3% | +198.0% |
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