+345.7%
WM vs MOD
+857.0%
-511.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.4% | +1.4% |
| 7D | +4.5% | -34.2% | +38.6% | +6.0% |
| 30D | +16.1% | -51.9% | +67.9% | +19.1% |
| 3M | +8.0% | -53.0% | +61.1% | +10.8% |
| 6M | +8.4% | -66.4% | +74.8% | +12.4% |
| YTD | +11.2% | -31.5% | +42.8% | +10.2% |
| 1Y | +22.3% | -39.6% | +61.9% | +21.8% |
| 3Y | +50.2% | +116.8% | -66.6% | +32.4% |
| 5Y | +63.3% | +713.8% | -650.5% | +25.6% |
| All | +345.7% | +857.0% | -511.3% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling