+63.3%
WM vs MOD
+720.4%
-657.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.4% | +1.1% |
| 7D | +4.5% | -34.2% | +38.6% | +4.3% |
| 30D | +16.1% | -51.9% | +67.9% | +15.9% |
| 3M | +8.0% | -53.0% | +61.1% | +7.9% |
| 6M | +8.4% | -66.4% | +74.8% | +8.4% |
| YTD | +11.2% | -31.5% | +42.8% | +9.3% |
| 1Y | +22.3% | -39.6% | +61.9% | +20.4% |
| 3Y | +50.2% | +116.8% | -66.6% | +37.3% |
| 5Y | +63.3% | +713.8% | -650.5% | +36.4% |
| All | +63.3% | +720.4% | -657.1% | +36.4% |
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