+80.9%
MOS vs WWD
+14,113.5%
-14,032.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.2% |
| 7D | +21.6% | +4.2% | +17.4% | +19.1% |
| 30D | +12.0% | -2.1% | +14.1% | +12.1% |
| 3M | -3.9% | -13.2% | +9.3% | +0.5% |
| 6M | -3.3% | -16.9% | +13.6% | +2.0% |
| YTD | -4.6% | +5.2% | -9.9% | -9.6% |
| 1Y | -7.0% | +20.6% | -27.6% | -16.9% |
| 3Y | -24.4% | +146.3% | -170.7% | -51.3% |
| 5Y | -32.1% | +171.3% | -203.4% | -58.9% |
| 10Y | +10.3% | +471.3% | -461.0% | -50.8% |
| All | +80.9% | +14,113.5% | -14,032.7% | -48.7% |
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 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