-33.5%
MOD vs WWD
+25.3%
-58.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +5.8% |
| 7D | -13.9% | +4.2% | -18.1% | -16.2% |
| 30D | -41.5% | -0.8% | -40.8% | -40.8% |
| 3M | -45.7% | -8.2% | -37.6% | -41.6% |
| 6M | -61.1% | -9.8% | -51.3% | -57.4% |
| YTD | -20.5% | +10.4% | -30.9% | -20.5% |
| All | -33.5% | +25.3% | -58.8% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling