+473.8%
WELL vs MOD
+920.5%
-446.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +3.0% | -17.8% | +20.9% | +5.0% |
| 30D | +10.2% | -43.2% | +53.5% | +17.2% |
| 3M | +6.1% | -46.0% | +52.2% | +13.1% |
| 6M | +16.6% | -62.2% | +78.9% | +28.6% |
| YTD | +35.3% | -22.8% | +58.1% | +33.0% |
| 1Y | +31.5% | -35.5% | +66.9% | +31.8% |
| 3Y | +206.5% | +128.2% | +78.2% | +128.4% |
| 5Y | +222.0% | +791.6% | -569.7% | +73.8% |
| 10Y | +473.8% | +886.3% | -412.5% | +139.9% |
| All | +473.8% | +920.5% | -446.7% | +139.9% |
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