+28,817.6%
WM vs MOD
+1,673.7%
+27,143.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +23.1% | +3.6% |
| 7D | +5.9% | -31.3% | +37.3% | +9.3% |
| 30D | +15.4% | -46.1% | +61.5% | +21.6% |
| 3M | +6.3% | -51.1% | +57.5% | +12.7% |
| 6M | +5.6% | -62.1% | +67.6% | +13.5% |
| YTD | +9.9% | -26.2% | +36.1% | +9.2% |
| 1Y | +20.8% | -32.6% | +53.4% | +20.6% |
| 3Y | +48.5% | +133.8% | -85.3% | +23.3% |
| 5Y | +60.6% | +792.8% | -732.2% | +10.4% |
| 10Y | +349.8% | +959.8% | -610.0% | +173.7% |
| All | +28,817.6% | +1,673.7% | +27,143.9% | +13,434.8% |
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