+336.3%
WBD vs MOD
+541.3%
-205.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 7D | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 30D | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 3M | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 6M | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| YTD | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 1Y | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 3Y | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 5Y | +20.7% | +1,866.8% | -1,846.1% | -4.5% |
| 10Y | +11.8% | +1,421.7% | -1,409.9% | -6.7% |
| All | +336.3% | +541.3% | -205.1% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling