-22.3%
MOH vs WWD
+184.1%
-206.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.9% |
| 7D | +1.7% | -2.6% | +4.3% | +1.9% |
| 30D | -0.9% | -6.9% | +6.0% | -0.5% |
| 3M | +5.7% | -13.0% | +18.8% | +6.3% |
| 6M | +39.1% | -12.5% | +51.6% | +39.7% |
| YTD | +17.7% | +11.8% | +5.8% | +16.2% |
| 1Y | +8.4% | +41.1% | -32.7% | +5.2% |
| 3Y | -36.6% | +163.1% | -199.6% | -44.7% |
| All | -22.3% | +184.1% | -206.5% | -36.1% |
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