+791.6%
MOD vs WWD
+188.4%
+603.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | -17.8% | +0.4% | -18.3% | -17.6% |
| 30D | -43.2% | -0.4% | -42.8% | -42.7% |
| 3M | -46.0% | -6.1% | -40.0% | -42.8% |
| 6M | -62.2% | -9.5% | -52.7% | -58.9% |
| YTD | -22.8% | +10.8% | -33.6% | -28.4% |
| 1Y | -35.5% | +23.5% | -59.0% | -45.4% |
| 3Y | +128.2% | +151.3% | -23.0% | +11.8% |
| 5Y | +791.6% | +187.8% | +603.8% | +279.5% |
| All | +791.6% | +188.4% | +603.3% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling