+209.7%
WELL vs MOD
+300.6%
-90.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.2% |
| 7D | -0.8% | +9.6% | -10.4% | -1.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +18.0% | -35.4% | +53.4% | +19.3% |
| 6M | +15.0% | -7.3% | +22.3% | +14.3% |
| YTD | +28.6% | +45.8% | -17.2% | +25.6% |
| 1Y | +42.9% | +43.1% | -0.2% | +39.3% |
| All | +209.7% | +300.6% | -90.9% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling