+227.0%
WELL vs MOD
+720.4%
-493.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.2% | -0.7% |
| 7D | +5.3% | -34.2% | +39.4% | +7.0% |
| 30D | +8.7% | -51.9% | +60.6% | +12.2% |
| 3M | +3.8% | -53.0% | +56.9% | +7.1% |
| 6M | +15.4% | -66.4% | +81.7% | +20.6% |
| YTD | +33.7% | -31.5% | +65.2% | +32.5% |
| 1Y | +33.6% | -39.6% | +73.2% | +33.2% |
| 3Y | +194.2% | +116.8% | +77.4% | +144.6% |
| 5Y | +227.0% | +713.8% | -486.8% | +141.9% |
| All | +227.0% | +720.4% | -493.4% | +141.9% |
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 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