+124.3%
MOD vs WWD
+137.0%
-12.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.0% | -1.3% | -2.1% |
| 7D | -34.2% | -2.6% | -31.6% | -32.5% |
| 30D | -51.9% | -7.7% | -44.1% | -48.3% |
| 3M | -53.0% | -17.7% | -35.3% | -44.2% |
| 6M | -66.4% | -15.9% | -50.4% | -60.9% |
| YTD | -31.5% | +1.8% | -33.3% | -32.3% |
| 1Y | -39.6% | +17.4% | -57.0% | -47.5% |
| All | +124.3% | +137.0% | -12.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling