+264.5%
WMB vs MOD
+911.6%
-647.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.2% |
| 7D | -13.8% | -25.5% | +11.7% | -9.9% |
| 30D | -10.3% | -49.0% | +38.7% | -0.9% |
| 3M | -10.1% | -49.8% | +39.8% | -0.8% |
| 6M | -11.8% | -64.8% | +52.9% | +1.4% |
| YTD | +8.9% | -27.6% | +36.6% | +9.4% |
| 1Y | +14.0% | -35.2% | +49.2% | +15.8% |
| 3Y | +100.5% | +137.1% | -36.6% | +51.2% |
| 5Y | +179.5% | +760.3% | -580.8% | +55.9% |
| All | +264.5% | +911.6% | -647.2% | +82.2% |
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