+332.6%
WELL vs MOD
+1,642.7%
-1,310.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.6% |
| 7D | -0.8% | +9.6% | -10.4% | -2.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.2% |
| 3M | +18.0% | -35.4% | +53.4% | +23.7% |
| 6M | +15.0% | -7.3% | +22.3% | +13.5% |
| YTD | +28.6% | +45.8% | -17.2% | +18.2% |
| 1Y | +42.9% | +43.1% | -0.2% | +30.3% |
| 3Y | +203.0% | +297.7% | -94.7% | +113.8% |
| 5Y | +206.9% | +1,478.8% | -1,271.9% | +57.6% |
| All | +332.6% | +1,642.7% | -1,310.1% | +67.2% |
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 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