+7.6%
MOS vs WWD
+461.1%
-453.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.5% |
| 7D | +21.6% | +4.2% | +17.4% | +18.6% |
| 30D | +12.0% | -2.1% | +14.1% | +12.1% |
| 3M | -3.9% | -13.2% | +9.3% | +1.5% |
| 6M | -3.3% | -16.9% | +13.6% | +3.1% |
| YTD | -4.6% | +5.2% | -9.9% | -11.5% |
| 1Y | -7.0% | +20.6% | -27.6% | -20.2% |
| 3Y | -24.4% | +146.3% | -170.7% | -58.7% |
| 5Y | -32.1% | +171.3% | -203.4% | -66.4% |
| All | +7.6% | +461.1% | -453.4% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling