+468.3%
WELL vs MOD
+915.9%
-447.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.5% |
| 7D | +0.1% | +8.2% | -8.1% | -1.0% |
| 30D | +7.8% | -38.2% | +45.9% | +13.4% |
| 3M | +10.2% | -46.2% | +56.4% | +17.6% |
| 6M | +16.4% | -62.5% | +78.9% | +28.5% |
| YTD | +35.2% | -20.1% | +55.3% | +32.3% |
| 1Y | +30.5% | -29.7% | +60.1% | +29.2% |
| 3Y | +206.1% | +136.2% | +69.9% | +127.0% |
| 5Y | +228.3% | +820.4% | -592.1% | +76.4% |
| 10Y | +468.3% | +839.8% | -371.5% | +136.8% |
| All | +468.3% | +915.9% | -447.6% | +136.8% |
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