+1,683.2%
WM vs MOH
+1,398.9%
+284.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +1.2% | -3.1% | +4.3% | +1.6% |
| 30D | +15.2% | +0.2% | +15.1% | +15.1% |
| 3M | +8.3% | +1.8% | +6.5% | +7.9% |
| 6M | +13.1% | +9.5% | +3.6% | +11.4% |
| YTD | +12.5% | +20.9% | -8.4% | +8.4% |
| 1Y | +21.8% | +48.8% | -27.0% | +14.2% |
| 3Y | +48.8% | -41.4% | +90.2% | +52.7% |
| 5Y | +62.1% | -33.0% | +95.1% | +62.4% |
| 10Y | +331.5% | +341.5% | -10.0% | +233.5% |
| All | +1,683.2% | +1,398.9% | +284.3% | +996.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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