+22.3%
WM vs MOD
-37.4%
+59.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.4% | +0.5% |
| 7D | +4.5% | -34.2% | +38.6% | +0.8% |
| 30D | +16.1% | -51.9% | +67.9% | +9.6% |
| 3M | +8.0% | -53.0% | +61.1% | +2.0% |
| 6M | +8.4% | -66.4% | +74.8% | +0.7% |
| YTD | +11.2% | -31.5% | +42.8% | +6.0% |
| 1Y | +22.3% | -39.6% | +61.9% | +16.3% |
| All | +22.3% | -37.4% | +59.7% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling