+180.3%
WMB vs MOD
+748.9%
-568.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.9% |
| 7D | -13.8% | -25.5% | +11.7% | -11.1% |
| 30D | -10.3% | -49.0% | +38.7% | -3.8% |
| 3M | -10.1% | -49.8% | +39.8% | -3.7% |
| 6M | -11.8% | -64.8% | +52.9% | -2.8% |
| YTD | +8.9% | -27.6% | +36.6% | +9.1% |
| 1Y | +14.0% | -35.2% | +49.2% | +15.1% |
| 3Y | +100.5% | +137.1% | -36.6% | +67.3% |
| All | +180.3% | +748.9% | -568.7% | +105.5% |
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 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