+10.8%
WBD vs MOD
+1,504.3%
-1,493.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.7% | +6.3% | -7.0% | -1.8% |
| 30D | +5.0% | -1.7% | +6.7% | +5.1% |
| 3M | +6.2% | -30.1% | +36.3% | +11.9% |
| 6M | +0.6% | +2.7% | -2.1% | -2.7% |
| YTD | -2.4% | +44.1% | -46.5% | -12.7% |
| 1Y | +127.7% | +38.7% | +89.0% | +102.2% |
| 3Y | +148.4% | +309.8% | -161.4% | +62.8% |
| 5Y | +4.2% | +1,569.7% | -1,565.5% | -51.7% |
| 10Y | +10.8% | +1,520.5% | -1,509.7% | -55.8% |
| All | +10.8% | +1,504.3% | -1,493.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling