+2.8%
MOS vs WWD
+494.7%
-491.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | -0.5% |
| 7D | +19.7% | +4.2% | +15.5% | +16.7% |
| 30D | +21.5% | -0.8% | +22.3% | +21.0% |
| 3M | -0.4% | -8.2% | +7.8% | +2.3% |
| 6M | +4.5% | -9.8% | +14.4% | +7.1% |
| YTD | -2.9% | +10.4% | -13.3% | -12.0% |
| 1Y | -7.7% | +25.5% | -33.2% | -22.4% |
| 3Y | -25.6% | +155.8% | -181.4% | -60.1% |
| 5Y | -31.2% | +187.3% | -218.5% | -66.9% |
| 10Y | +2.8% | +462.7% | -459.9% | -66.6% |
| All | +2.8% | +494.7% | -491.9% | -66.6% |
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