-8.8%
MOS vs WWD
+25.3%
-34.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.3% |
| 7D | +19.7% | +4.2% | +15.5% | +18.8% |
| 30D | +21.5% | -0.8% | +22.3% | +21.5% |
| 3M | -0.4% | -8.2% | +7.8% | +0.7% |
| 6M | +4.5% | -9.8% | +14.4% | +5.2% |
| YTD | -2.9% | +10.4% | -13.3% | -7.4% |
| All | -8.8% | +25.3% | -34.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling