+26,336.4%
WM vs MOD
+3,565.2%
+22,771.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.6% |
| 7D | -0.3% | +9.6% | -9.9% | -1.2% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +0.4% | -35.4% | +35.8% | +3.9% |
| 6M | -9.5% | -7.3% | -2.2% | -10.4% |
| YTD | +0.5% | +45.8% | -45.3% | -5.6% |
| 1Y | -1.1% | +43.1% | -44.2% | -7.6% |
| 3Y | +46.0% | +297.7% | -251.6% | +16.2% |
| 5Y | +51.8% | +1,478.8% | -1,426.9% | -0.2% |
| 10Y | +307.5% | +1,633.4% | -1,325.9% | +139.7% |
| All | +26,336.4% | +3,565.2% | +22,771.1% | +11,560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling