+266.3%
WMB vs MOD
+920.5%
-654.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.0% |
| 7D | -6.9% | -17.8% | +10.9% | -4.3% |
| 30D | -7.2% | -43.2% | +36.1% | +0.9% |
| 3M | -5.4% | -46.0% | +40.6% | +3.0% |
| 6M | -4.9% | -62.2% | +57.4% | +8.2% |
| YTD | +14.7% | -22.8% | +37.5% | +14.0% |
| 1Y | +14.7% | -35.5% | +50.2% | +16.7% |
| 3Y | +116.4% | +128.2% | -11.9% | +64.7% |
| 5Y | +198.5% | +791.6% | -593.1% | +65.8% |
| 10Y | +266.3% | +886.3% | -620.0% | +81.7% |
| All | +266.3% | +920.5% | -654.2% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling