+195.2%
WELL vs MOD
+116.8%
+78.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.2% | -1.0% |
| 7D | +5.3% | -34.2% | +39.4% | +5.6% |
| 30D | +8.7% | -51.9% | +60.6% | +9.6% |
| 3M | +3.8% | -53.0% | +56.9% | +4.6% |
| 6M | +15.4% | -66.4% | +81.7% | +16.8% |
| YTD | +33.7% | -31.5% | +65.2% | +32.1% |
| 1Y | +33.6% | -39.6% | +73.2% | +32.4% |
| All | +195.2% | +116.8% | +78.4% | +143.3% |
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