+1,530.3%
MOD vs WWD
+198.3%
+1,332.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.4% |
| 7D | +9.6% | +1.3% | +8.3% | +8.5% |
| 30D | 0.0% | -7.2% | +7.2% | +6.1% |
| 3M | -35.4% | -3.8% | -31.5% | -33.5% |
| 6M | -7.3% | -9.9% | +2.6% | +1.0% |
| YTD | +45.8% | +14.8% | +31.0% | +30.5% |
| 1Y | +43.1% | +42.1% | +1.1% | +7.1% |
| 3Y | +297.7% | +170.8% | +126.9% | +83.7% |
| All | +1,530.3% | +198.3% | +1,332.1% | +569.3% |
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