+226.5%
WELL vs MOD
+832.8%
-606.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | +0.5% |
| 7D | +3.5% | -13.9% | +17.4% | +4.0% |
| 30D | +9.7% | -41.5% | +51.2% | +12.2% |
| 3M | +4.8% | -45.7% | +50.5% | +7.4% |
| 6M | +16.1% | -61.1% | +77.2% | +20.5% |
| YTD | +34.7% | -20.5% | +55.2% | +32.7% |
| 1Y | +31.9% | -32.1% | +64.1% | +31.0% |
| 3Y | +209.9% | +146.5% | +63.4% | +156.7% |
| 5Y | +226.5% | +812.7% | -586.2% | +147.5% |
| All | +226.5% | +832.8% | -606.2% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling