+280.9%
WMB vs MOD
+915.9%
-635.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.6% |
| 7D | +1.6% | +8.2% | -6.7% | +0.2% |
| 30D | -7.1% | -38.2% | +31.1% | -0.3% |
| 3M | -4.0% | -46.2% | +42.2% | +4.7% |
| 6M | -5.7% | -62.5% | +56.8% | +7.4% |
| YTD | +17.2% | -20.1% | +37.3% | +15.8% |
| 1Y | +17.2% | -29.7% | +46.9% | +17.5% |
| 3Y | +121.1% | +136.2% | -15.2% | +67.0% |
| 5Y | +197.2% | +820.4% | -623.2% | +63.5% |
| 10Y | +280.9% | +839.8% | -558.9% | +82.5% |
| All | +280.9% | +915.9% | -635.0% | +82.5% |
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