+137.1%
MOD vs WWD
+145.1%
-7.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +2.8% |
| 7D | -25.5% | +4.2% | -29.7% | -28.0% |
| 30D | -49.0% | -2.1% | -46.9% | -47.9% |
| 3M | -49.8% | -13.2% | -36.6% | -43.0% |
| 6M | -64.8% | -16.9% | -47.9% | -58.6% |
| YTD | -27.6% | +5.2% | -32.9% | -30.4% |
| 1Y | -35.2% | +20.6% | -55.8% | -45.0% |
| 3Y | +137.1% | +146.3% | -9.2% | +30.7% |
| All | +137.1% | +145.1% | -7.9% | +30.7% |
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 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