-18.9%
WBD vs MOD
+1,289.0%
-1,308.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +0.9% |
| 7D | +3.1% | +4.5% | -1.4% | +2.1% |
| 30D | +34.4% | +10.0% | +24.4% | +31.6% |
| 3M | +110.6% | +17.3% | +93.3% | +102.8% |
| 6M | +153.4% | +68.6% | +84.7% | +124.4% |
| YTD | +117.4% | +37.8% | +79.6% | +96.2% |
| 1Y | +150.3% | +24.7% | +125.6% | +129.2% |
| 3Y | +112.8% | +661.0% | -548.3% | +26.1% |
| 5Y | +0.3% | +1,443.4% | -1,443.1% | -50.9% |
| All | -18.9% | +1,289.0% | -1,308.0% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling