+107.4%
MOS vs WWD
+15,408.5%
-15,301.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +9.5% | +1.3% | +8.2% | +8.9% |
| 30D | +10.4% | -7.2% | +17.6% | +13.4% |
| 3M | +12.9% | -3.8% | +16.7% | +13.4% |
| 6M | +1.2% | -9.9% | +11.2% | +3.6% |
| YTD | +9.3% | +14.8% | -5.5% | +0.9% |
| 1Y | -18.0% | +42.1% | -60.1% | -31.1% |
| 3Y | -29.0% | +170.8% | -199.8% | -55.7% |
| 5Y | -9.6% | +197.5% | -207.1% | -46.9% |
| 10Y | +6.1% | +477.8% | -471.8% | -52.7% |
| All | +107.4% | +15,408.5% | -15,301.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling