+194.7%
WELL vs MOD
+129.2%
+65.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.2% |
| 7D | +4.4% | -25.5% | +30.0% | +4.6% |
| 30D | +10.8% | -49.0% | +59.8% | +11.6% |
| 3M | +4.2% | -49.8% | +54.0% | +5.0% |
| 6M | +14.0% | -64.8% | +78.8% | +15.4% |
| YTD | +33.4% | -27.6% | +61.1% | +31.9% |
| 1Y | +32.4% | -35.2% | +67.6% | +31.1% |
| 3Y | +194.7% | +137.1% | +57.6% | +142.8% |
| All | +194.7% | +129.2% | +65.5% | +142.8% |
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 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