+966.8%
MOD vs WY
+6.7%
+960.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.5% |
| 7D | -13.9% | -0.8% | -13.2% | -14.6% |
| 30D | -41.5% | +10.6% | -52.2% | -46.1% |
| 3M | -45.7% | -16.6% | -29.1% | -41.1% |
| 6M | -61.1% | -8.6% | -52.5% | -60.5% |
| YTD | -20.5% | -8.4% | -12.1% | -19.6% |
| 1Y | -32.1% | -5.1% | -27.0% | -33.1% |
| 3Y | +146.5% | -21.9% | +168.4% | +166.9% |
| 5Y | +812.7% | -31.3% | +844.0% | +964.5% |
| 10Y | +966.8% | +3.6% | +963.3% | +938.5% |
| All | +966.8% | +6.7% | +960.1% | +938.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling