+21.1%
WBD vs MOD
+1,815.3%
-1,794.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | +21.0% | +15.0% | +31.4% |
| 7D | +36.0% | +21.0% | +15.0% | +31.4% |
| 30D | +36.0% | +21.0% | +15.0% | +31.4% |
| 3M | +36.0% | +21.0% | +15.0% | +31.4% |
| 6M | +36.0% | +21.0% | +15.0% | +31.4% |
| YTD | +36.0% | +21.0% | +15.0% | +31.4% |
| 1Y | +63.0% | +23.9% | +39.1% | +56.3% |
| 3Y | +206.7% | +288.5% | -81.8% | +114.3% |
| 5Y | +18.4% | +1,399.3% | -1,380.9% | -40.8% |
| All | +21.1% | +1,815.3% | -1,794.2% | -49.8% |
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 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