+18.4%
WMB vs MOD
-30.7%
+49.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +8.1% | +16.1% | -8.0% | +6.7% |
| 30D | -6.9% | -38.5% | +31.6% | -4.7% |
| 3M | -5.1% | -46.8% | +41.7% | -2.6% |
| 6M | -5.7% | -61.6% | +55.9% | -2.1% |
| YTD | +18.1% | -20.5% | +38.6% | +18.5% |
| 1Y | +18.4% | -28.0% | +46.4% | +19.4% |
| All | +18.4% | -30.7% | +49.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling