+336.4%
WM vs MOD
+911.6%
-575.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.3% |
| 7D | +1.2% | -25.5% | +26.8% | +2.2% |
| 30D | +13.1% | -49.0% | +62.1% | +15.8% |
| 3M | +3.6% | -49.8% | +53.4% | +6.0% |
| 6M | +8.1% | -64.8% | +72.8% | +11.9% |
| YTD | +8.9% | -27.6% | +36.5% | +7.7% |
| 1Y | +20.3% | -35.2% | +55.5% | +19.4% |
| 3Y | +46.2% | +137.1% | -91.0% | +28.2% |
| 5Y | +59.9% | +760.3% | -700.4% | +22.7% |
| All | +336.4% | +911.6% | -575.2% | +206.9% |
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 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