+180.2%
WMB vs MOD
+720.4%
-540.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | -9.9% | -53.0% | +43.2% | -2.8% |
| 6M | -14.4% | -66.4% | +52.0% | -5.0% |
| YTD | +9.2% | -31.5% | +40.8% | +10.1% |
| 1Y | +15.1% | -39.6% | +54.6% | +17.2% |
| 3Y | +99.2% | +116.8% | -17.6% | +68.0% |
| 5Y | +180.2% | +713.8% | -533.6% | +105.9% |
| All | +180.2% | +720.4% | -540.1% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling