+101.1%
WMB vs MOD
+116.8%
-15.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -4.5% |
| 7D | -14.2% | -34.2% | +20.0% | -10.3% |
| 30D | -11.2% | -51.9% | +40.6% | -4.4% |
| 3M | -9.9% | -53.0% | +43.2% | -3.0% |
| 6M | -14.4% | -66.4% | +52.0% | -5.3% |
| YTD | +9.2% | -31.5% | +40.8% | +9.5% |
| 1Y | +15.1% | -39.6% | +54.6% | +16.6% |
| All | +101.1% | +116.8% | -15.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling