+65.9%
WBD vs MOD
+47.8%
+18.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.3% |
| 7D | +23.2% | +8.0% | +15.3% | +21.2% |
| 30D | +14.4% | -7.4% | +21.8% | +16.0% |
| 3M | -8.7% | -2.5% | -6.2% | -8.8% |
| 6M | -8.3% | +100.4% | -108.7% | -22.4% |
| YTD | +24.2% | +112.2% | -88.1% | +3.3% |
| 1Y | -1.7% | +123.4% | -125.0% | -19.6% |
| 3Y | -44.3% | +481.4% | -525.7% | -64.5% |
| 5Y | -63.6% | +206.5% | -270.1% | -75.9% |
| 10Y | -73.8% | +211.5% | -285.3% | -83.8% |
| All | +65.9% | +47.8% | +18.1% | +1.2% |
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