+1,492.7%
WM vs MOH
+1,334.3%
+158.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | +2.9% | -5.3% | -2.8% |
| 3M | +0.4% | +4.1% | -3.7% | -0.4% |
| 6M | -9.5% | +33.8% | -43.3% | -13.1% |
| YTD | +0.5% | +15.7% | -15.2% | -2.5% |
| 1Y | -1.1% | +17.5% | -18.6% | -4.8% |
| 3Y | +46.0% | -35.3% | +81.3% | +48.0% |
| 5Y | +51.8% | -26.9% | +78.7% | +50.5% |
| 10Y | +307.5% | +262.9% | +44.6% | +221.7% |
| All | +1,492.7% | +1,334.3% | +158.4% | +886.2% |
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