-25.6%
MOS vs WWD
+157.3%
-182.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.0% |
| 7D | +19.7% | +4.2% | +15.5% | +18.5% |
| 30D | +21.5% | -0.8% | +22.3% | +21.4% |
| 3M | -0.4% | -8.2% | +7.8% | +0.9% |
| 6M | +4.5% | -9.8% | +14.4% | +5.7% |
| YTD | -2.9% | +10.4% | -13.3% | -7.0% |
| 1Y | -7.7% | +25.5% | -33.2% | -14.4% |
| 3Y | -25.6% | +155.8% | -181.4% | -42.3% |
| All | -25.6% | +157.3% | -182.9% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling