+298.2%
WBD vs MOD
+590.9%
-292.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -1.8% | +9.6% | -11.4% | -3.6% |
| 30D | +8.8% | 0.0% | +8.8% | +8.5% |
| 3M | +4.6% | -35.4% | +40.0% | +12.5% |
| 6M | +1.1% | -7.3% | +8.3% | -0.5% |
| YTD | -2.0% | +45.8% | -47.8% | -13.1% |
| 1Y | +140.0% | +43.1% | +96.9% | +110.2% |
| 3Y | +144.4% | +297.7% | -153.3% | +59.6% |
| 5Y | -0.2% | +1,478.8% | -1,479.0% | -53.7% |
| 10Y | +9.1% | +1,633.4% | -1,624.3% | -57.6% |
| All | +298.2% | +590.9% | -292.7% | +54.4% |
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