+4,679.4%
WMB vs MOD
+1,544.7%
+3,134.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -3.8% |
| 7D | -14.2% | -34.2% | +20.0% | -6.8% |
| 30D | -11.2% | -51.9% | +40.6% | +2.6% |
| 3M | -9.9% | -53.0% | +43.2% | +3.9% |
| 6M | -14.4% | -66.4% | +52.0% | +3.9% |
| YTD | +9.2% | -31.5% | +40.8% | +11.6% |
| 1Y | +15.1% | -39.6% | +54.6% | +19.6% |
| 3Y | +99.2% | +116.8% | -17.6% | +44.3% |
| 5Y | +180.2% | +713.8% | -533.6% | +41.2% |
| 10Y | +273.7% | +882.7% | -609.0% | +52.1% |
| All | +4,679.4% | +1,544.7% | +3,134.6% | +1,272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling